Preheat the oven to 400°F.
Lightly flour your work surface then stack two of the circular-shaped crusts on top of one another and roll them into a rectangle measuring 12x17 inches. Transfer the dough into a 10x15-inch jelly roll pan, leaving the edges untrimmed.
In a large bowl, stir together the sliced apples, sugar, cornstarch, cinnamon and lemon juice.
Transfer the apples into the prepared pie crust. Top with the chopped caramels.
Lightly flour your work surface again then cut the remaining crusts into 1/2-inch-thick strips. Braid the strips then arrange them across the pie width-wise. (Scraps can be re-rolled.)
Using your fingers, crimp the crust around the edges.
Whisk the egg then brush it all over the top and sides of the pastry.
Bake for 28 to 35 minutes or until the crust is golden brown and cooked through.
Remove the pie from the oven and let it cool for 30 to 40 minutes until the juices have set. Slice and serve.