Place the apples, sugar, cinnamon, nutmeg and dulce de leche in a bowl and mix well. Mix the water and beaten egg in a small bowl. Set aside.
To assemble the empanadas spoon the dulce de leche and apple mixture on the center of the empanada discs.
Brush the edges of the empanada discs with the egg and water mixture (this will help them sealbetter).
Fold the empanada discs and seal the edges, use a fork to help seal the empanadas.
Lightly brush the top of each empanada with the rest of the egg mixture, this will give a nice golden glow when they bake.
Place the empanadas on a cookie sheet lined with parchment paper. Let them rest for at least 15 minutes. Pre-heat the oven to 375 degrees F and bake for 15 to 20 minutes or until golden.
Serve warm or at room temperature.