In a small mixing bowl, combine cornstarch and water.
Dice 2 small apples into cubes.
In a small saucepot over low-medium heat, bring together the diced apples, vanilla extract, sugar, and cinnamon.
Mix in the cornstarch and water blend, and let it simmer for 3-4 minutes. Then, remove it from the heat.
On a flat surface lightly dusted with flour, unfold the puff pastry. Utilize a pizza cutter to slice the dough into strips approximately ⅓ inch wide. If your kitchen happens to be warm, I recommend placing the dough strips back into the fridge while you proceed to the next step.
Using a sharp knife, cut the tops off the remaining 4 whole apples. With a spoon (apple corer, or melon baller) eliminate the seeds and core, making sure to leave about ½ inch of the apples flesh near the skins.
Fill the center of each apple with the prepared pie filling. Set aside.
Create an egg and milk mixture in a small mixing bowl, and gently brush the top of the apples with this mixture.
Once the apples are filled, position the dough strips on top. You can align them or weave them into a lattice pattern, pinching the ends together to ensure they adhere securely. Trim any excess dough.
Give the dough a brush of the egg milk wash and a sprinkle of cinnamon. Optional: If you like, you can add a sprinkle of granulated sugar for some sweetness and extra crunch.
Put the apples into the preheated air fryer basket set at 320 degrees Fahrenheit (160 degrees Celcius).
Bake for 10-15 minutes or until the exterior turns golden brown and the filling starts to bubble. It usually takes around 14 minutes for me.
Serve alongside ice cream or salted caramel sauce.