Preheat your oven to 375°F (190°C).
In a medium bowl, combine the diced apples, caramel sauce, cinnamon, and lemon juice.
Roll out the refrigerated pie crusts and cut them into circles.
Spoon a generous tablespoon of the apple filling into the center of each circle.
Fold the pastry over the filling and pinch the edges to seal.
Place the bombs on a baking sheet lined with parchment paper.
Brush the tops with the beaten egg.
Bake in the preheated oven for 20-25 minutes or until golden brown.
Remove from the oven and let cool before dusting with powdered sugar.