In a bowl, toss apple slices together with sugar, flour, salt, apple pie spice, and vanilla extract until evenly coated.
Lay pie dough flat on a lightly greased baking sheet. Pile apples on one side of dough, leaving a 1 inch border. Brush border and opposite half side of dough with milk. Fold dough over apples, being careful not to over-stuff or the dough will tear. Fold over edges and pinch together to seal. Cut several small slits in the top of the pocket with a sharp knife, then brush top with beaten egg.
Bake in the preheated oven for 40 minutes, or until flakey and golden brown. Serve warm, or at room temperature.
