Peel and dice the apples into bite-size pieces and add them to a mixing bowl.
Add the flour, granulated sugar, ground cinnamon, and vanilla extract to the apples. Toss until evenly coated and set aside.
Roll out the pie crust slightly if needed. Using a biscuit or round cookie cutter, cut out circles — two per pie. Repeat until the dough is used up (about 16 circles for 8 pies).
Spoon a couple of tablespoons of apple filling into the center of half the circles, leaving a border. Top each with a second circle.
Press the edges firmly with a fork to seal. Cut two small slits in the top of each pie to vent steam.
In a small bowl, whisk the egg and heavy cream together. Brush over the tops of the pies, then sprinkle with sparkling sugar.
Arrange the pies in a single layer in the air fryer basket without crowding. Air fry at 330°F for 4–6 minutes, until golden and crisp. Check near the end and cook in batches if needed.
Transfer to a wire rack to cool slightly, then plate, serve, and enjoy.