Make the apple pie filling first: Peel and chop your apples into small chunks (3/4 inch pieces) then place them into a medium sized bowl. Add the lemon juice to your apples then toss to combine. Leave to one side.
Place the sugar, flour, nutmeg, cinnamon and salt into a small bowl and whisk to combine. Then tip it into a medium sized saucepan before pouring in the milk gradually, whilst whisking to ensure no lumps.
Place the saucepan on a high heat and whisk continuously until it thickens and starts to bubble. Once bubbling, add in the apples and stir to coat. Turn the heat down to low and then cook for around 10 minutes, until the apples are tender. Once done remove from heat and leave whilst you prepare the bread mixture.
Place the milk into a small bowl and then add in the flours, sugar and spices, whisk until combined. Pour into a shallow bowl and leave to one side.
Place a large frying pan over a medium heat and add the butter. Spread the butter around to coat the pan as it melts.
Take one slice of bread and press one side into the milk mixture, then place it wet side down into your frying pan. Top it with 2tbsp of apple pie filling before getting another slice of bread, dipping one side into the milk mixture and placing it wet side up on top of the apple filling.
Repeat for your remaining bread (you will have 4 sandwiches and may need to cook in batches - I cooked 2 at a time)
Cook until golden and crispy, around 3 minutes, before flipping to cook the other side until golden.
Once all are cooked, plate them up and top them with remaining apple pie filling.