In food processor, combine 2 1/2 cups (625 mL) flour, sugar, 1/2 tsp (2 mL) cinnamon and 1/2 tsp (2 mL) salt. Pulse until blended. Add butter and pulse until mixture resembles coarse meal. Add 1/4 cup (60 mL) cold water and pulse just until dough forms and holds together when squeezed between fingers. If mixture is too crumbly, pulse in 1 tbsp (15 mL) cold water at a time to moisten. Transfer to lightly floured work surface. Shape into two large discs; wrap in plastic. Chill 30 min.
Meanwhile, in large saucepan, combine apples, 2 tbsp (30 mL) flour, 1/4 cup (60 mL) water, brown sugar, lemon juice, 1 tsp (5 mL) cinnamon and 1/4 tsp (1 mL) salt. Cook over medium heat, stirring often, 8 to 10 min. until apples are tender and juices are thickened. Transfer mixture into bowl; cool slightly, cover and chill.
Line 2 baking sheets with parchment paper. On lightly floured surface, roll out 1 disc of dough to 1/8-in. (3-mm) thickness. Using 2 1/2-in. (6.5-cm) round cutter, cut 16 dough rounds. Place on prepared baking sheets. Cover and chill. Roll out second dough disc into 1/8-in. (3-mm) thick rectangle. Using sharp knife or pizza cutter, slice 96 strips of dough, each 4 in. X 1/4 in. (10 cm X 5 mm) -- each cookie requires 6 strips. Remove dough rounds from fridge; brush edges with beaten egg. Top each round with 1 tbsp (15 mL) chilled apple mixture, leaving thin border around edges. Press ends of 3 dough strips along "left" edge of dough round (fold strips away from filling). Press ends of another 3 strips along "bottom" edge of dough round (at 90 degrees from first 3 strips), also fold off filling. To weave lattice, lay middle strip from "left" edge onto filling, then lay "bottom" edge strip farthest on left onto filling. Next, lay top and bottom "left" edge strips onto filling. Continue weaving strips under and over each other to create lattice. Firmly press down strips at edges of cookie. Trim off excess dough. Make 16 cookies.
Brush remaining egg wash over lattice tops. Cover and refrigerate cookies 30 min. Meanwhile, preheat oven to 375°F (190°C). Bake 25 to 30 min., until cookies are golden brown and filling is bubbling. Cool completely on wire rack.
Practice making the lattice top before placing it over the cookies. Once you get the hang of weaving the strips you’ll get the cookies in the oven faster. In a hurry? Save time by weaving a lattice of three strips by two strips instead of three by three.