Preheat your oven to 375°F. Line a rimmed baking sheet with unbleached parchment paper and set it aside.
Prepare the filling.
In a medium, heavy-bottom saucepan, place all of the filling ingredients and cook over medium heat, stirring occasionally, until the apples are soft and the mixture has thickened (about 6 minutes). Remove from the heat and allow to cool to room temperature.
Prepare the crust.
In a large bowl, place the flour, cornstarch, salt and sugar, and whisk to combine well. Create a well in the center of the dry ingredients and add the butter, egg, vanilla and 4 tablespoons (2 fluid ounces) of the milk, and mix to combine. If the mixture seems dry, add more milk by the half-teaspoonful as necessary to bring the dough together.
Knead until smooth. Transfer the dough to a lightly floured surface and sprinkle very lightly with more flour.
Roll out into a rectangle about 1/4-inch thick. Cut out rounds 6 inches in diameter with a cake cutter or the underside of the lid of a pot. Gather and reroll scraps to get about 10 rounds.
Fill the mini pies.
With wet fingers, moisten the border of one round of dough, and place about 1/3 cup of filling toward the center. Fold the crust in half, enclosing the filling, and pinch the edges closed securely.
Trim any excess crust from around the edges and slash the top of the pie with a sharp knife in 2 or 3 short strokes. Place on the prepared baking sheet.
Repeat with the remaining rounds of crust and filling, placing the pies about 2 inches apart on the baking sheet. Brush each one lightly with the egg wash.
Bake.
Place the pies in the center of the preheated oven and bake until set on top and very lightly golden brown (about 12 minutes). The edges will brown more, but the tops won’t ever become dark. Remove from the oven and allow to cool completely.
Glaze.
Once the pies are cool, prepare the glaze. In a small bowl, place the confectioners’ sugar, meringue powder, and 3 teaspoons of the water and mix to combine well. It should form a thick paste.
Add more water by the half-teaspoonful to thin the glaze until it falls off the spoon in a thin ribbon.
Place the cooled pies on a wire rack and pour the glaze over them and spread it into an even layer. Allow the glaze to set before serving.