In a medium nonstick pot, stir together diced apples, cinnamon, nutmeg, and salt. Bring to a simmer over medium heat (apples will begin to release their juices as they heat). Cover and reduce heat to low. Cook, stirring occasionally, until apples begin to soften, but still retain their shape, about 12-15 minutes.
Add the cornstarch slurry to the filling mixture. Increase heat to medium and cook for 1-2 minutes, until thickened. Remove from heat and stir in caramel sauce and toasted walnuts. Cool filling to room temperature.
While the filling is cooling, roll your pie crusts to 1/8" inch thick. Cut the dough into 5-inch circles using a cookie cutter, re-rolling the scraps as needed.
Place about 2 tablespoons of filling onto the center of each circle. Brush the edges of the dough with water and place a second dough round over the filling. Press the edges to seal and use a fork to crimp the sealed edges. Place pies on a parchment-lined baking sheet and refrigerate for 30 minutes.
Preheat oven to 400 degrees F. Lightly brush the chilled hand pies with egg wash. Use the tip of a paring knife to pierce a few small slits in the top of each pie. Lightly sprinkle the tops with sugar.
Bake for 20-25 minutes, until crust is golden and filling is lightly bubbling in the slits in the crust. Remove pies to a wire rack to cool until just warm.
Serve, drizzled with a little extra caramel sauce (and maybe a sprinkling of flaked sea salt, too!), if desired.