Make the Pie Crust: In a large bowl, whisk together the flour and salt.
Cut in the Butter: Add the cold, cubed butter to the flour mixture. Use a pastry blender or your fingers to cut the butter into the flour until the mixture resembles coarse crumbs with pea-sized pieces of butter. You can also pulse this in a food processor. The key is to keep the butter cold!
Add the Ice Water: Gradually add the ice water, one tablespoon at a time, mixing gently after each addition, until the dough just comes together. Don’t overmix!
Form the Dough: Gently press the dough into a disc, wrap it in plastic wrap, and refrigerate for at least 30 minutes. This chilling time is crucial for a flaky crust.
Prepare the Apple Filling: While the dough is chilling, prepare the apple filling. In a large bowl, combine the diced apples, granulated sugar, brown sugar, flour, cinnamon, and nutmeg. Toss to coat.
Cook the Apple Filling: In a large skillet or saucepan, melt the 2 tablespoons of butter over medium heat. Add the apple mixture and cook, stirring occasionally, until the apples are tender and the juices have thickened, about 8-10 minutes. Stir in the lemon juice.
Cool the Filling: Remove the apple filling from the heat and let it cool completely. This is important so it doesn't melt the caramel when assembling.
Melt the Caramels: Unwrap the caramels and place them in a small saucepan. Add the milk or heavy cream and melt over low heat, stirring constantly, until smooth. Be careful not to burn the caramel!
Preheat the Oven: Preheat your oven to 375°F (190°C). Line a baking sheet with parchment paper or a silicone baking mat.
Roll Out the Dough: On a lightly floured surface, roll out the chilled pie dough to about ⅛-inch thickness.
Cut Out Circles: Use a 2 ½ - 3 inch round cookie cutter to cut out circles of dough. You should get about 20-24 circles, depending on the size of your cutter and how thinly you roll the dough. Re-roll the scraps as needed.
Assemble the Bombs: Place half of the dough circles on the prepared baking sheet. Spoon about 1-2 tablespoons of the cooled apple filling onto each circle.
Add the Caramel: Place a spoonful of melted caramel on top of the apple filling. Don’t overfill, or the caramel will leak out during baking.
Top with Dough: Top each filled circle with another dough circle. Gently press the edges to seal, crimping with a fork or your fingers to ensure a tight seal.
Egg Wash: In a small bowl, whisk together the egg and milk or water. Brush the tops of the pie bombs with the egg wash.
Sprinkle with Sugar (Optional): Sprinkle the tops of the pie bombs with coarse sugar for a little extra sparkle and crunch.
Bake: Bake for 18-22 minutes, or until the pie bombs are golden brown.
Cool: Let the pie bombs cool on the baking sheet for a few minutes before transferring them to a wire rack to cool completely.
Drizzle with Caramel (Optional): Drizzle with extra caramel sauce for an extra touch of decadence.
Enjoy!: These are best enjoyed warm or at room temperature.