Thaw frozen puff pastry according to package directions.
Meanwhile peel, core and coarsely chop apples to measure 2 cups.
In bowl toss apples with sugar, flour, lemon peel and juice, cinnamon and nutmeg.
On lightly floured board cut each pastry sheet into nine 3-inch squares. In center
of each square place about 1/4 cup apple mixture, brush edges of square with beaten
egg. Top each filled pastry with second square. Press edges with tines of fork.
Using a sharp knife make 1-inch L-shape in center of each square, fold back pastry
flaps. Place on ungreased cookie sheet and brush with beaten egg.