In a food processor fitted with a dough blade or a large bowl, combine the flour, sugar, and salt.
Pulse in the cubed butter or cut in using a pastry blender or your fingers to create a crumbly texture with no pieces larger than a pea.
Mix in enough water just to bring together the pieces and create a smooth dough. Form the dough into a disc, wrap in plastic and refrigerate while you prepare the filling.
To make the filling:
Toss the diced apples with the lemon juice. In a saucepan, stir together the diced apples and caramel over medium heat. Once the mixture begins to bubble, reduce the heat to a simmer and cook, stirring often, until the apples begin to soften, 15-20 minutes. Stir in the vanilla extract, cinnamon, cloves, and salt. Remove from heat and allow to cool to room temperature.
To assemble:
Once the filling has cooled to room temperature, remove from dough from the refrigerator. On a lightly floured surface, roll the dough into a thin sheet. Use 3 ½ inch circular cutter to cut out circles of dough.
Place 1-1 ½ tablespoons of the apple filling into the center of one of the circles. Fold the dough over the filling and press the edges together to seal. Seal completely using the tines of a fork or create a rope appearance by pulling the edge out slightly and folding over, starting from one end and finishing at the opposite side. Repeat with remaining empanadas.
Place the empanadas two inches apart on a parchment-lined baking sheet. Refrigerate for 20 minutes.
Preheat oven to 375˚F. In a small bowl, beat together the egg and water. Brush the egg wash over the tops of the chilled empanadas. Sprinkle with cinnamon sugar or turbinado sugar.
Bake in preheated oven until the empanadas are golden brown, 20-25 minutes. Allow to rest for 5 minutes before serving.
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Notes
I made a homemade pie dough, but a lot of the preparation time can be cut with refrigerated pie crust or frozen Goya discos.You can also swap out the caramel for cajeta (Mexican goat's milk caramel) or dulce de leche if they are available.I drizzled additional caramel sauce over the tops of the empanadas, but you can also serve it on the side as a dipping sauce. If you want even more sweetness, add a spoonful of brown sugar or piloncillo to the simmering apples. Using an egg wash to seal the empanadas is key to keeping the apple empanadas intact while baking.Don't skip on refrigerating the empanadas for at least 20 minutes before baking. This will help firm up the dough and filling to keep everything inside.