Preheat the oven to 375°F and line a baking sheet with parchment paper.
In a mixing bowl, stir together the diced apples, sugar, cinnamon, and melted butter until the apples are evenly coated.
Unroll one pie crust on a lightly floured surface. Use a knife or bat wing template to cut four wing shapes from the dough. Repeat with the second crust.
Place half the wing pieces on the baking sheet. Spoon a small amount of apple filling onto the center of each piece, leaving a border around the edges.
Whisk the egg with the water to make an egg wash. Brush the edges of the filled pieces with the wash, then top each with a second wing piece and press the edges firmly to seal.
Cut a small slit in the top of each pie for steam to escape, then brush the tops with more egg wash.
Bake for 18 to 20 minutes until the crust turns golden brown. Let the pies cool on the sheet for a few minutes before serving.