Preheat the oven to 375 degrees and line a baking sheet with parchment paper.
In a mixing bowl, combine the diced apples with brown sugar and cinnamon until the pieces are evenly coated.
Unroll both pie crusts on a lightly floured surface and cut each into two 6-inch circles for a total of four circles.
Spoon the apple mixture into the center of each circle, leaving a half-inch border around the edges.
Drizzle one tablespoon of caramel sauce over the apples in each circle.
Fold each circle in half to form a half-moon shape and crimp the edges with a fork to seal.
Whisk the egg with water and brush the mixture over the top of each hand pie.
Sprinkle a small pinch of sea salt on each pie and cut two small slits in the top for steam to escape.
Bake for 20 to 25 minutes until the crust turns golden brown.
Remove from the oven and drizzle with the remaining caramel sauce while still warm.