Preheat oven to 425°.
In a large bowl mix together apples, cider, rum, lemon juice, and vanilla. In a small bowl, whisk together sugar, cornstarch, salt and spices. Stir the dry ingredients into the apples and stir to coat evenly. Set aside.
Roll out pie crust onto a floured board. Lay bottom crust into the bottom of a 9-inch pie plate.
Spoon in filling. Lay the top crust over the filling. Seal and crimp edges.
Brush with milk and sprinkle with coarse sanding sugar. Cut a few slashes into the crust to release steam.
Bake for 15 minutes. Reduce heat to 375°. Bake for an additional 45 to 55 minutes. If your crust begins to get too dark, place a piece of foil loosely on top.