Prepare the apple filling by peeling, coring, and dicing the apples. Combine with cinnamon, lemon juice, and brown sugar in a bowl.
Make the dough by whisking together flour, xanthan gum, salt, and sugar. Cut in the butter until it resembles coarse crumbs. Gradually add cold water until the dough comes together. Chill for at least 30 minutes.
Preheat the oven to 400°F (200°C). Roll out the chilled dough to 1/8-inch thick and cut into 4-inch squares. Place a spoonful of apple filling in the center of each square, fold, and seal the edges.
Brush the tops with beaten egg and bake for 20-25 minutes until golden brown. Allow to cool slightly before serving.