1. Hand Apple Pies: Melt butter in medium skillet set over medium heat; cook apples, sugar, lemon zest, lemon juice, vanilla, cinnamon and nutmeg, stirring occasionally, for 8 to 10 minutes or until apples are soft and tender. Let cool completely.
2. Beat egg with 1 tsp water; set aside. On work surface, cut out six 4-inch rounds from each piece of pastry to make 12 rounds total, rerolling scraps if necessary.
3. Brush outer edge of pastry rounds with egg wash. Place heaping tablespoonful of apple mixture in center of each round. Bring edges of pastry together to create half-moon shape and enclose filling. Crimp edges with a fork to seal pastry.
4. Meanwhile, set CRUX Air Fryer temperature to 325ºF.
5. Add 3 pies to air fryer basket (do not overfill). Air fry, turning once, for 18 to 20 minutes or until golden brown and crispy. Let cool completely or serve warm.
6. Bourbon Caramel Sauce: Add sugar to heavy-bottom saucepan. Pour in 1/4 cup water and lemon juice; set over medium heat. Without stirring, cook for 5 to 7 minutes or until uniformly golden brown, gently swirling pan if sugar is browning unevenly.
7. Remove from heat; carefully add cream. (Warning: add cream slowly, averting face, as mixture will bubble up.) Stir slowly with wooden spoon until combined. Add bourbon, vanilla extract and salt. Return to heat and bring to boil; boil for 1 minute. Let cool slightly. Serve warm or at room temperature.
8. Serve hand pies with sauce for dipping.