Peel your apples with a pairing knife, core, and slice them into thin slices, approximately an 1/4 of an inch. Pour them into a large bowl.
Add on top of the apples, the cinnamon, brown sugar, lemon juice, and vanilla. Mix all together until the apples are coated. Let macerate for about an hour.
In a large skillet or Dutch oven, pour your apple pie filling in. Place it onto medium heat and pre-cook the apple filling for 5 minutes. This step increases the gorgeous apple taste and flavour.
Preheat the oven to 400℉/200℃/Gas Mark 6.
Roll out your pie dough and place it into a 9” pie dish. When the apple filling is finished cooking, pour it into the dish. It is ok if the apple pie filling is still warm. If you have extra pie dough and want to make a lattice, follow the extra step below.
Optional: Roll out your extra pie dough into a 12” rectangle. Using a pizza cutter, knife, or pastry wheel, slice your pie dough into 12 even 1” strips. Take the pie dough strips and weave them over and under each other as necessary until the whole pie has a beautiful lattice on top. If you do not want to make a lattice, simply roll out the extra pie dough and make a simple pie lid and poke some holes into it.
Pinch the edges of the pie dough together and cut off the excess pie dough. Either crimp or flute the edges of the pie. Whisk your egg and whole milk together to make an egg wash, and using a pastry brush, brush onto the pie. Sprinkle the top with coarse sugar.
Bake the apple pie for 25 minutes. Add a heat shield then reduce the heat to 375℉/190℃/Gas Mark 5 and bake for another 35-40 minutes.
Remove from the oven and place on a cooling rack for a minimum of 1 hour. The longer that you let the pie sit, the more the filling will thicken as it cools.
Cover and store your leftover pie for up to 5 days in the refrigerator.