Preheat your oven to 350°F (175°C) and line a baking sheet with parchment paper.
In a mixing bowl, cream together the softened butter and granulated sugar until light and fluffy.
Add the egg yolk, vanilla extract, salt, and baking powder to the butter mixture and mix well.
Gradually add the all-purpose flour and mix until a dough forms. If the dough is too sticky, add a bit more flour.
In a separate bowl, combine the diced apple, brown sugar, cinnamon, nutmeg, lemon juice, and cornstarch. Toss until apples are well coated.
On a lightly floured surface, roll out the cookie dough to about ¼ inch thick. Use a round cookie cutter to cut out circles (about 3 inches in diameter).
Place half of the circles on the prepared baking sheet. Spoon a small amount of the apple filling onto the center of each circle.
Top each filled circle with another dough circle and pinch the edges to seal well. You can use a fork to crimp the edges for a decorative touch.
Bake in the preheated oven for about 12-15 minutes, or until the edges are lightly golden.
Let the cookies cool on the baking sheet for a few minutes, then transfer them to a wire rack to cool completely.
If desired, dust cooled cookies with powdered sugar before serving.