Unroll the crusts onto a lightly floured surface. Use a 2” round cookie cutter to cut out as many circles as you can— about 8-12 from each sheet.
Fill the center of each circle with apple pie filling (about 1 tablespoon), making sure to leave a ¼” border around the edges.
In a small bowl, whisk together the egg and milk to make the egg wash.
Brush the edges of the filled circle with the egg wash and place another dough round on top.
Crimp the edges with a fork to seal the filling in and gently cut 2-3 holes in the middle of the pie, this will help release the air so the pie doesn’t explode!
Brush the top of the pies with the egg wash and sprinkle with the coarse sugar, if using.
Repeat with the other pies.
Place the filled pies in the air fryer basket and at 375F until golden brown-- about 5 minutes. Repeat with remaining hand pies that didn't fit in the basket the first round.
Enjoy immediately and store any leftover pies in an airtight container in the fridge for up to three days.