Combine apples, brown sugar, butter, apple juice, cream, pie spice, cornstarch and caramels in a skillet. Bring to boiling over high heat, stirring frequently, 8 to 10 minutes. Lower heat to medium; cook for another 2 to 3 minutes. Remove from heat.
Heat oven to 425 degrees F.
Stir together 2 boxes piecrust mix and cold water in medium-size bowl until dough comes together in ball. Divide in half. Transfer half of dough to floured work surface. Roll out to 1/8- to 1/4-inch thickness. Using 4-inch round cutter or lid of 13-ounce coffee can, cut out 6 circles. Then with 2-3/4-inch cutter, cut 6 smaller circles, rerolling scraps as needed. Repeat with second half of dough, cutting out six 4-inch circles and six 2-3/4-inch circles. Reserve any leftover dough for other uses, refrigerating for up to 3 days, or freezing up to 1 month.
Press a 4-inch circle of dough into a 2-3/4 x 2-inch cup of a muffin tin, pressing dough up sides and overlapping rim slightly. Repeat with remaining large circles and cups, filling a total of 12 cups.
Fill each pastry-lined cup with a scant 1/4 cup filling. Brush edges of smaller circles with egg. Top pie bottoms with smaller circles; pinch pastry edges together to seal. Decoratively pierce tops (Or cut smaller circles into strips for a lattice top.)
Bake in 425 degree F oven for 15 minutes or until crust is golden and filling is bubbly. Remove pies to wire rack to cool. Serve with vanilla ice cream if desired.