Preheat oven to 400°F. Line a baking sheet with parchment. In a small bowl, beat the egg and 1 tbsp water until smooth. To a medium bowl, add the apple pie filling. Cut apples in filling with kitchen shears. Stir in the cranberries.
Lightly dust work surface with the flour. Unfold 1 pastry sheet and roll into a 16x12-inch rectangle. With longest side facing you, spoon filling on bottom half in 4 mounds, leaving 1-inch edge along bottom and sides.
Pull top half of pastry over filling and pinch edges together. Cut into 4 equal-size pieces in between mounds of filling. For each, pinch edges tightly to seal and tuck under. Place on lined baking sheet, seam-sides down. Brush tops with egg mixture. Cut 3 slits in each. Sprinkle the almonds on top, pressing to adhere.
Bake 18–20 min., until golden brown on bottoms. Cool on a wire rack. Dust with the confectioners’ sugar.