Preheat the oven to 400°F. Line a baking sheet with parchment paper.
Spoon the apple pie filling onto a cutting board, using mostly the apple pieces and leaving behind some of the extra syrup. Chop the apples into small pieces. Stir in cinnamon and nutmeg, if using.
Unroll the pie crusts on a lightly floured surface or parchment paper. Roll out one of the crusts just a bit so you can get a little more out of it. Use a 3 to 4-inch round or apple-shaped cutter to cut the bottom crust pieces from one pie crust. Place them on the prepared baking sheet.
Spoon about 1 tablespoon of chopped apple filling into the center of each crust, leaving a small border around the edges.
Cut the second pie crust, plus any scraps, into thin strips about 1/4 to 1/2 inch wide. Arrange 3 strips in one direction over each mini pie, then add 2 to 3 strips in the opposite direction to create a simple lattice look.
Gently press the ends of the lattice strips into the bottom crust. Press around the edges with your fingers or a fork, then trim any long strip ends if needed.
Whisk together the egg and water. Brush the tops and edges of the mini apple pies with egg wash, then sprinkle with sugar if desired.
Bake for 14 to 18 minutes, or until the crust is golden brown and the filling is bubbling around the edges.
Let the mini apple pies cool on the baking sheet for about 10 minutes before serving. Transfer to a wire rack if cooling completely.