01 - Preheat oven to 400°F (200°C). Line a baking sheet with parchment paper.
02 - In a bowl, combine diced apples, granulated sugar, brown sugar, ground cinnamon, ground nutmeg, and lemon juice. Toss to evenly coat, then set aside.
03 - On a lightly floured surface, roll out the puff pastry into a 12-inch square.
04 - Slice the pastry into 24 equal squares.
05 - Place a small spoonful of apple filling and one caramel candy half in the center of each pastry square.
06 - Fold corners over the filling and gently pinch to seal, forming a bite-sized parcel.
07 - Whisk together egg and milk. Brush each pastry bite with the egg wash and sprinkle with coarse sugar if desired.
08 - Arrange pastry bites on the prepared baking sheet. Bake in preheated oven for 17-18 minutes, until golden and puffed.
09 - Remove from oven and allow bites to cool slightly before serving.