Preheat the oven to 400°F. On a parchment lined sheet tray, unfold the puff pastry sheet.

Spread the apple pie filling down the center of the pastry, between the two lines. Sprinkle the ground cinnamon on top.

Make 8 diagonal cuts facing the bottom of the pastry on each side of the filling. Cut off the bottom part of the pastry flaps and the top part of the pastry flaps, leaving the center pieces intact. Fold the top over the filling, then alternating sides, lay the pieces of pastry on top of each other to mimic a braid. When you get to the bottom, before the last two braid sections on each side, fold the bottom part of the pastry over the filling, continue with the last two braided sections.

In a small bowl, whisk the egg with a splash of water to make an egg wash. Brush the egg wash all over the pastry. Sprinkle the coarse sugar on top. Bake for 18-20 minutes until golden brown. Let cool for 10 minutes, slice and serve