Preheat oven to 400 degrees
Peel your apples carefully. Slice them in half the long way, so you get a thinner apple slice than what cam in the package. (If you’re using regular apples then you need to peel, core, and slice them thin.)
Melt butter in a medium frying pan over medium-low heat. Add the apples, cinnamon, and sugar and cook, stirring occasionally, until they just start to become transparent, but not enough that they become mushy (about 5 minutes).
Remove from heat and let sit for 10 minutes.
Unroll pie crust onto a cookie sheet lined with a silpat or parchment paper.
Stir lemon, zest, walnuts, and cheese into the apple mixture. Pour apple mixture onto the center of the crust and spread it out so that there is about a 1” border around the edge. Fold up the edge over the apples, crimping as needed to go around the circle, creating a crust.
Whisk egg with a splash of water and using a small brush or your fingers, spread some around the edge of the crust. (This will give it a golden brown look.) You won’t use all the egg.
Bake for about 22 minutes, until the crust starts to get golden brown. Cool slightly before slicing and serving.