Remove the pie crusts from their package and set them on the counter to warm up. Allowing the crusts to soften will make them easier to work with.
Then, preheat the oven to 350°F.
Spray a 9 x 13-inch cookie sheet with non-stick cooking spray and set aside.
Next, use a large knife to dice up the apples from the pie filling into smaller pieces. Dice them very small they remain inside the pie crust as they bake.
Next, dust the counter or a clean cutting board with some flour and roll out one pie crust.
Spread the diced apple pie filling in a thin, even layer over the entire pie crust, leaving the very edge of the crust bare.
Unroll the second pie crust and lay it on top, then use a fork to pinch together the outside edge of the pie crusts.
Using a pizza cutter, cut ½-inch strips from one side of the pie to the other. Then, cut those strips in half lengthwise.
In a small bowl, mix the sugar, cinnamon, and nutmeg.
In a separate bowl, beat the egg, then brush the tops of the apple pie fries with egg wash. Sprinkle with the cinnamon sugar mixture, then dust with sanding sugar.
Transfer the unbaked fries to the greased baking sheet.
Bake for 15-20 minutes or until golden brown.
Serve with caramel dip or whipped cream for extra decadence.