To make the filling, toss apples, lemon juice, pie spice, and sugar in a bowl.
Melt butter in a saute pan over medium heat. Add the apples and stir to coat with butter. Let the apples cook for 10 to 15 minutes. If the pan gets too dry, add a tablespoon or two of water.
When the apples begin to caramelize and get glossy, add ¼ cup water if the liquid has evaporated. Mix together a teaspoon of water and a teaspoon of cornstarch and add to the pan.
Stir and bring the apple mixture to a boil. Cook for another 30 seconds to a minute more for the cornstarch to activate. Stir in vanilla bean paste. Transfer to a bowl and let cool completely.
To make the almond thumbprints, preheat the oven to 350°. Line two baking sheets with parchment paper and set aside.
Whisk together almond flour, flour, and salt in a medium bowl and set aside.
In the bowl of an electric mixer, mix together butter, sugar, almond extract, and vanilla bean paste until smooth and combined.
Add the almond flour mixture and mix on low until the flour is just incorporated and the dough comes together.
Divide the dough using a tablespoon scoop. Place on baking sheet an inch apart. Make a well using your thumb. If the cookies crack, just press them back together.
Bake the cookies for 18 to 23 minutes. You want them to be set, but not browned. Take out of the oven let cool on a wire rack. Dust with powdered sugar and fill with apple pie filling.