Preheat your oven to 350°F (175°C). Grease your 9x13 inch baking dish.
In a large mixing bowl, combine the flour, granulated sugar, and salt. Mix well.
Add the chilled, cubed butter to the flour mixture and use a pastry cutter or your fingers to incorporate it until the mixture resembles coarse crumbs.
Gradually add the cold water, mixing until the dough comes together. Divide the dough into two equal portions, then wrap each in plastic wrap and refrigerate for at least 30 minutes.
In another bowl, toss the sliced apples with brown sugar, cinnamon, nutmeg, and cornstarch until well combined. Add the vanilla extract and mix.
Roll out one portion of the chilled dough on a floured surface to fit the bottom of the baking dish. Place the rolled dough into the dish and press it down gently.
Evenly spread the apple filling over the dough in the baking dish.
Roll out the second portion of dough and place it over the apple filling, pressing the edges to seal. Cut a few slits in the top dough to allow steam to escape.
Beat the egg in a small bowl and brush it over the top crust for a glossy finish.
Bake in the preheated oven for 40 minutes, or until the crust is golden brown and the apple filling is bubbling.
Allow the bars to cool completely in the baking dish before cutting into squares.