Preheat the oven to 425°F (220°C) and line a baking sheet with parchment paper.
In a mixing bowl, whisk together the flour, baking powder, salt, and granulated sugar.
Add the cold cubed butter to the flour mixture and use a pastry cutter or your fingers to work it into the flour until it resembles coarse crumbs.
Pour in the whole milk and stir until just combined. Avoid overmixing.
On a floured surface, roll out the dough to about ½-inch thickness.
In another bowl, combine the diced apples, brown sugar, cinnamon, and lemon juice. Mix well to coat the apples.
Using a biscuit cutter, cut out rounds from the dough and re-roll if necessary to use up all the dough.
Place half of the biscuit rounds on the prepared baking sheet. Top each with a spoonful of the apple mixture, then cover with another biscuit round, pressing the edges to seal.
Beat the egg and brush the tops of the biscuits with the egg wash and sprinkle with additional sugar.
Bake for 12-15 minutes, or until golden brown.
Remove from the oven and let cool slightly before serving.