Preheat oven to 425°F.
Chop apple pie filling into small pieces and mix with cinnamon. Beat the egg with milk until combined.
Roll out the pie dough to ⅛" thick and using a 4-inch circle cutter, cut out 10 circles.
Add 1 ½ tablespoons of the apple pie filling to each circle.
Brush egg wash around the edges and fold over the dough making a half circle. Use a fork to crimp the edges firmly together. Make two slits on the top of the pie.
Brush with the remaining egg wash and bake for 12 minutes.
