Preheat oven to 400°. Line a baking sheet with parchment paper. In a large bowl, toss apples with sugar, lemon juice, and a large pinch of nutmeg.
Place puff pastry on prepared sheet and prick with a fork all over, leaving a ½” border around the edges. Bake for 15 minutes.
Carefully arrange apple slices over partially baked pastry, overlapping slightly and avoiding the border. Dot butter all over tops of apples. Brush edges of dough with beaten egg.
Bake until edges are golden, 20 to 25 minutes.
In a small microwave safe bowl, heat preserves until melted and loose. Stir in grand marnier, if using. Brush all over warm apples.
