Whisk together flour, sea salt, and cinnamon. Add in chunks of cold butter and work mixture with your hands until a coarse meal forms. (Alternatively, you can add flour mix and butter to a food processor and pulse until coarse meal forms.)
Add cold water and continue to mix (or pulse) until dough comes together. Separate dough into two pieces and shape each into a disc (about the size of a hockey puck). Wrap in plastic and place in fridge to chill at least 30 minutes. Can also be left overnight.
Preheat oven to 350 degrees. Add apple slices, brown sugar, cinnamon, nutmeg, sea salt, flour, and lemon juice to a large bowl and mix until apples are evenly coated. Set aside.
Unwrap pie dough and roll out each piece into a round about 15 inches in diameter. Lay the first piece into a 9-inch pie pan.
Add about ⅓ of apple filling over top of pie dough then drop in a few caramel candies. Repeat until all filling and caramels have been added to pan.
Add remaining dough piece over top of filling. Press edges of top and bottom dough together to seal in the pie filling. Cut four slits in center of top crust.
Beat egg white and milk together then brush over top crust. This will help the crust become a beautiful golden brown color while baking.
Bake for about one hour and 15 minutes. Let cool and set for an hour before slicing and serving.