Preheat the oven to 375°F. Slice off the top 1/2 inch of two apples. Chop up the leftover top. Use a melon baller to scoop out the core of the apple.
Then use the melon baller to remove the rest of the inside of the apple flesh, leaving about 1/8 of an inch remaining attached to the skin. Toss the apple insides with lemon juice and brush the juice along the inside of the apple to prevent browning.
Unroll the pie crust and use a pizza cutter to create 1/2 inch wide strips. Weave the strips into squares approximately 4x4 inches wide.
In a small bowl, melt the butter. Stir in the oats until covered in butter, followed by the caramel sauce. Stir until completely incorporated.
Add the apple insides and gently fold the apples into the caramel sauce.
When cooled, spoon the filling into each apple.
Place the weaved pie crust onto the tops of each apple, pressing gently to the sides of the apple to seal in the filling.
Combine the egg and tablespoon of water in a small bowl, then brush the egg wash onto the top of the apple's pie crusts.
Put the apples on a baking sheet and bake for 20-25 minutes, or until the tops of the crust are nice and golden brown.
Sprinkle with cinnamon or powdered sugar. Let cool for 10 minutes and serve, or chill completely and serve with ice cream. Enjoy!