Preheat the oven to 350°F.
Line a cookie sheet with parchment paper.
Lightly spray the parchment paper with non-stick spray and set aside.
Place one rolled pie crust on the prepared work surface.
Spread the caramel sauce evenly over the pie crust.
Spread the chopped apple pie filling evenly over the caramel layer.
Gently press the filling with your palms to help it settle into an even layer.
Cut the second rolled pie crust into 1/2-inch strips.
Arrange the strips over the apple filling in a lattice pattern.
Using a round cookie cutter, approximately 2.5 inches wide, cut out the cookies.
Carefully transfer the cookies to the prepared baking sheet.
Brush the tops of the cookies with the lightly beaten egg.
In a small bowl, combine the cinnamon and sugar.
Sprinkle the cinnamon-sugar mixture generously over the tops of the cookies.
Bake for 20 to 30 minutes, or until the cookies are golden brown.
Remove the cookies from the oven.
Allow the cookies to cool slightly on the baking sheet before serving, as the caramel and apple filling will be hot.
Serve warm or at room temperature.