Prepare the apple filling by combining diced apples, lemon juice, caramel sauce, and cinnamon in a mixing bowl.
Preheat your oven to 375°F (190°C) and line a baking sheet with parchment paper.
Unroll the pie crusts and cut them into 4-inch circles using a round cutter or a glass.
Place a tablespoon of the apple filling in the center of each dough circle.
Fold the circle in half and pinch the edges to seal, forming a semicircle. Repeat for the remaining dough circles.
Brush the tops of the bombs with the beaten egg and sprinkle the sugar on top.
Place the pie bombs on the prepared baking sheet and bake for 20-25 minutes or until golden brown.
Allow to cool slightly before drizzling with additional caramel sauce if desired.