Add the diced apples, sugar, butter, cinnamon, nutmeg, allspice, lemon juice, and cornstarch to a saucepan over medium-low heat. Cook for 8–10 minutes, stirring occasionally, until the apples are tender and the mixture is thickened. Let cool completely.
Preheat the oven to 375°F and line two baking sheets with parchment paper. Lightly flour your work surface and roll the chilled pie crusts until they are about ⅛-inch thick.
Cut the dough into 3½-inch circles, re-rolling the scraps as needed. Arrange half of the circles on the prepared baking sheets and refrigerate the remaining circles while you assemble the pies.
Spoon about 1½ tablespoons of cooled apple filling into the center of each dough circle, leaving a border around the edges. Cut a few small vents in the remaining dough circles, then place them over the filling.
Press the edges together with your fingers, then crimp around each hand pie with a fork to seal. Whisk the egg with milk and lightly brush the tops with the egg wash.
Sprinkle the hand pies with coarse sugar. If the pastry has become soft, refrigerate or freeze the assembled pies for 10–15 minutes before baking to help them hold their shape.
Bake for 26–30 minutes, rotating the baking sheets halfway through, until the pastry is puffed and golden brown. Cool on the baking sheets for 5 minutes, then transfer to a wire rack. Serve warm or at room temperature with optional salted caramel.