Cut rounds from the first crust sheet slightly larger than the mold cavities. Lightly grease the silicone mold and press a round into each cavity and up the sides.
In a large bowl, stir together the diced apples, sugar, flour, cinnamon, vanilla, and nutmeg until well blended.
Spoon the apple filling into each crust-lined cavity, mounding slightly.
Cut tops (rounds or lattice) from the second crust sheet, lay over the filling, and press the edges to seal. If desired, brush tops with egg or milk and sprinkle with coarse sugar.
Air fry at 320°F (160°C) for 6 minutes. Flip each pie and air fry 2 more minutes, until golden and flaky.
Let cool a few minutes, pop out of the mold, and serve.