To a small saucepan over medium heat, add in the butter and heat until melted. Whisk in the heavy cream, cornstarch, vanilla, brown sugar, cinnamon, nutmeg, cloves, and salt until completely incorporated.

Turn the heat down to medium low and add in the diced apples. Stir to coat the apples, then add in the water. Continue cooking on medium low for 10-12 minutes, until the apples are fork-tender.

Preheat your oven to 400˚F / 205˚C.

Set the apple filling aside to cool while you prepare the puff pastry. To a lightly-floured surface, lay down the puff pastry and roll into a 14x14 inch square. Cut the square in half then cut each resulting rectangle in half once more, so you are left with 4 identical 7x7 inch squares.

Identify the midpoint of a square. About a half inch down from the midpoint, using a bench scraper, knife, or pizza cutter, cut a North-South line down through the bottom of the square. The bottom right and bottom left of the square will now be independent flaps. On the bottom right of the square, make two equidistant parallel cuts, dividing the bottom right flap into 3 strips of dough.

Now directly to the left of the midpoint, cut an East-West line through the puff pastry, and cut two equidistant and parallel lines into the puff pastry. Your puff pastry square will now have the top right and bottom left uncut, while the top left will have 3 horizontal cuts and the bottom right will have 3 vertical cuts.

Add ⅛th of the apple pie filling (about ¼ cup) to the top right quadrant of the square, then brush the outer edges of the bottom left quadrant with egg wash. Pull the bottom left quadrant over onto the top right quadrant, then press down along the edges. You'll basically have a big apple ravioli with 3 attached strips on the left and the bottom.

Flip the top and bottom strips from the left of the puff pastry over the top of your apple-filled 'ravioli', then flip the left-most strip from the vertical 3 strips on the bottom over the top of the two horizontal strips you just flipped over. Flip down the middle strip from the three horizontal strips, thus completing the first column of your lattice.

Now flip back the top and bottom horizontal strips and pass the middle vertical strip over the tops of the top and middle horizontal strip. Flip the top and bottom horizontal strips back down, and the second column of your lattice is complete.

Flip back the middle horizontal strip and flip up the rightmost vertical strip. Flip the middle horizontal strip back down, and now your lattice is complete.

To prevent the lattice from puffing up and coming undone during baking, pull on the ends of each piece of lattice, brush them with egg wash, and pull them under the pastry and stick them there.

Brush with a beaten egg, then top with coarse sugar and bake for 17-19 minutes, until the tops of the pies are golden brown.