Peel and dice one apple. In a medium saucepan, melt butter over medium heat.
Add the diced apples, sugar, cinnamon and nutmeg. Stir well to combine.
Cook, stirring occasionally until the apples start to get a little soft. Let cool a bit.
Line a baking sheet with parchment paper. Place puff pastry on the parchment.
Using a sharp knife, cut the wheel of brie in half and place half on the pastry rind side down.
Sprinkle some of the apple mixture and the pecans on top. Then top with remaining piece of cheese rind side up.
Spoon the remaining apples and nuts on top.
Bring puff pastry around the edges of the cheese layers.
Flip it over so that the pretty side is facing up.
In a bowl, beat egg and water together.
Brush the surface of the puff pastry lightly with the egg wash.
Bake in preheated oven at 425 degrees for 25 to 40 minutes, or until golden brown.
Let cool a few minutes, then transfer to a serving platter with a knife. Cut the other apple into sliced. Serve warm brie with crackers or crusty French bread and apples.