Step 1: Prepare the Apple Filling
Peel and chop the apples into small pieces. Add the apples, cane sugar, brown sugar, and butter to a saucepan.

Step 2: Cook the Apples
Heat the apple mixture over medium heat until the butter has melted, the sugar has dissolved, and the apples have started to become tender. This should take about 5 minutes.

Step 3: Add the Cinnamon and Vanilla
Turn the heat down to low. Stir in the vanilla, cinnamon, and salt. Let the apples simmer for another 5 minutes.

Step 4: Thicken the Filling if Needed
Check the consistency of the apple filling. You want it slightly thicker than you would for a traditional pie since it will be tucked inside the puff pastry. If it seems too runny, sprinkle in a small amount of flour and stir until thickened.

Step 5: Cool the Filling
Remove the apple filling from the heat and set it aside to cool slightly while you prepare the puff pastry.

Step 6: Prepare the Puff Pastry
Preheat your oven to 350°F. Line a baking sheet with parchment paper. Take one sheet of prepared puff pastry and roll it into a square about 12–14 inches across.

Step 7: Cut the Pastry into Squares
Cut the puff pastry into 4 equal squares. Repeat with the second sheet of puff pastry so you have 8 squares total.

Step 8: Create the Basket Weave Sections
Take one pastry square and gently score it into 4 equal sections. Do not cut all the way through the pastry. Keep two diagonal sections completely whole. On the other two diagonal sections, cut 3 equal strips in each section, leaving the strips attached to the pastry.

Step 9: Add the Apple Filling
Place about 1½ tablespoons of the cooled apple filling onto the uncut section where the pastry strips point.

Step 10: Fold Over the Pastry
Brush the other uncut section with egg wash. Fold this section diagonally over the apple filling. Gently press and seal the edges around the filling.

Step 11: Create the Basket Weave
Now work with the pastry strips. Gently lift the strips and weave them across the top of the filled section, alternating the strips over and under one another. Stretch the strips very slightly as needed so they reach across the top and leave enough pastry to tuck underneath the edges. Use a little egg wash underneath the strips to help them stick.

Step 12: Finish the Hand Pies
Brush the entire finished pastry with egg wash. Sprinkle the tops generously with coarse sugar.

Step 13: Bake the Hand Pies
Place the hand pies on the prepared baking sheet. Bake at 350°F for about 20 minutes, or until the puff pastry has puffed up and is golden brown.

Step 14: Cool and Serve
Allow the hand pies to cool for several minutes before serving. The filling will be very hot when they first come out of the oven.