Preheat the oven to 425°F (220°C) and line a baking sheet with parchment paper.

In a large mixing bowl, whisk together the flour, baking powder, granulated sugar, and salt.

Add the cold, cubed butter to the flour mixture. Using a pastry cutter or your fingers, mix until the mixture resembles coarse crumbs.

Pour in the milk gradually, and stir until just combined. Do not overmix.

In a saucepan over medium heat, combine the diced apples, ground cinnamon, nutmeg, and brown sugar. Cook for about 5 minutes, until the apples are slightly softened. Remove from heat and let cool.

On a floured surface, roll out the biscuit dough to about ½ inch thick. Cut out rounds using a biscuit cutter.

On half of the rounds, place a spoonful of the apple mixture in the center. Top with another biscuit round and seal the edges by pressing them together with your fingers or a fork.

Place the sealed biscuits on the prepared baking sheet. Brush the tops with beaten egg for a golden finish.

Bake in the preheated oven for 12-15 minutes or until lightly browned.

Let cool slightly before serving.