Remove paper wrapping from sweetened condensed milk and place in a medium pot.
Fill with water until the water covers the can very well.
Boil for 3 hours, only flipping the can once.
Cool very well.
In a food processor, combine flour, butter, sugar, salt and cold water.
Pulse until the dough comes together in a loose ball.
Remove dough from food processor and wrap in plastic wrap. Refrigerate for 1 hour or overnight.
Preheat oven to 350 F or if you are planning on baking it on the grill using a grill plate, heat the grill to 350-400 F.
Core and slice apples and set aside.
Sprinkle flour on a rolling surface and roll dough out until about ¼ inch thick.
Take half of the can of sweetened condensed milk (it will be a thick caramel when opened) and spread into a small circle on top of dough, leaving about 2-3 inches of dough on the sides.
Place apples on top of caramel fanning them into the center. Fold edges of dough over apples.
Whisk together an egg and water, making an egg wash, and then brush the sides of dough.
Bake for 30-40 minutes or until the crust is nice and golden.