Preheat the oven to 375°F (190°C).

In a medium saucepan over medium heat, combine the diced apples, caramel sauce, lemon juice, cinnamon, and nutmeg. Cook for about 5-7 minutes, stirring occasionally, until the apples are soft and the mixture has thickened slightly. Remove from heat and let it cool for a few minutes.

Roll out the empanada dough discs on a lightly floured surface. If using pie dough, cut out circles using a biscuit cutter or a cup.

Spoon about 1-2 tablespoons of the caramel apple filling onto the center of each dough circle.

Fold the dough over the filling to create a half-moon shape, sealing the edges by pressing with a fork.

Brush the tops of the empanadas with the beaten egg and lightly sprinkle with sugar.

Place the empanadas on a baking sheet lined with parchment paper.

Bake in the preheated oven for 15-20 minutes, or until golden brown and crispy.

Once out of the oven, brush the tops with melted butter for extra shine and flavor. Serve warm!