Step two: To make the filling
Melt the ghee in a sauté pan over medium heat. Add the apples to the pan. Stir and sauté until just starting to soften, a few minutes. Stir in the jaggery. Add the grated ginger, cinnamon, cloves, nutmeg, saffron, and salt. Continue to cook and stir until the apples start to break down, about 4 minutes. Stir in the coconut and cook for another minute. Stir in the lemon juice and turn off the heat. Transfer the mixture to a plate to cool completely.
Preheat the oven to 375°F. Lightly grease a sheet pan and set aside.
Divide the dough into 16 pieces. On a floured surface, roll out a piece of dough to a circle 1⁄8 inch thick and 4 inches in diameter. Place 1 tablespoon of filling in the center. Fold the dough in half. Press down at the seam to seal, and use a fork to make indentations all along the seam. Place the pie on the prepared sheet pan. Repeat with the rest of the dough and filling.
Brush each pie with cream. Then score each with a knife. Bake until the pies are golden brown and lightly toasted, 25 to 30 minutes. Serve warm.