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When ready to cook, start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes). Set the temperature to 350 degrees F and preheat, lid closed, for 10 to 15 minutes.
Toss the apples with cinnamon in a medium bowl and set aside.
Using a mixer, whip the cream cheese and the sugar until fluffy. Add the egg, cornstarch, whipping cream and vanilla and continue to beat until smooth.
Roll out the pastry dough on a floured piece of parchment paper until it is a flat circle.
Using a spatula, spread the cream cheese filling on the pie leaving a 2-inch (5.08cm) space around the perimeter.
Drizzle 1/4 cup (60ml) of the salted caramel onto the cream cheese layer. Spread the apples and cinnamon on top of the cream cheese.
Fold over the edge of the crust all around the pie. Brush the pie edge with the egg wash and sprinkle with turbinado sugar.
Place the Galette on the grill, leaving the pie on the parchment paper. Close the grill lid.
Bake for 30 minutes then check the crust for doneness. If not golden, continue to bake on the grill another 10 minutes or until the apples are bubbling and the crust is nicely browned.
Remove from the grill and cool slightly.
Drizzle with remaining caramel and sprinkle with additional sea salt if desired. Serve with ice cream. Enjoy!