Preheat oven to 450 degrees F (230 degrees C). Line a baking sheet with parchment paper or aluminum foil.
Roll puff pastry out into a 14- to 15-inch circle on a floured surface. Place onto the prepared baking sheet.
Place marzipan between 2 pieces of plastic wrap and roll into a circle about 11 inches in diameter. Remove plastic wrap and place marzipan in the center of the puff pastry.
Toss apples, cornstarch, butter, flour, cinnamon, and nutmeg together in a large bowl. Add brown sugar and toss quickly.
Arrange the apple slices in concentric circles onto the marzipan, leaving about 3 inches of pastry free at the edges. Pile the apple filling high up in layers and add all the dry bits remaining in the bowl. Sprinkle with pecans.
Fold edges of the puff pastry up around the filling, leaving center open and pinching the edges where it overlaps. Press pastry gently around the filling to squeeze out any excess air in between. Brush a little egg around the top.
Bake in the preheated oven until puff pastry is golden brown and apples are fork-tender, 35 to 40 minutes.