To make the pie filling in a sauce pan stir together brown sugar,corn starch, cinnamon and nutmeg. Add peaches and stir to combine. Stirring constantly cook over medium heat until thick. Cool completely.
Preheat the oven to 425 F and line baking sheet with parchment paper, set aside.
Unroll pie crust on lightly floured working surface.
diameter) and arrange them on baking sheet.
Divide peach filling between the circles. Do not spread the filling all the way to the edges (leave about ½ inch of edge without the filling and brush with egg).
Unroll second pie crust and cut out the circles with 3-3.25 inch cutter. Cut each circle into ¼ inch stripes. Place half of stripes from each circle over one cookie, and weave remaining strips under and over, then press the edges to seal well.
Brush the top with egg and sprinkle with sugar.
Bake 13-15 minutes, or until golden brown. Cool for 5-10 minutes on the pan than transfer to a rack to cool completely.