To make the filling, peel, halve and core the apples. Grate them coarsely by hand or in the food processor. Place the grated apples in a large nonreactive saucepan. Grate the zest of both the oranges and lemons, then squeeze both fruits and strain the juice and add it with the zest into the pan. Stir in the remaining ingredients. Bring to a simmer over low heat, stirring occasionally. Continue cooking for about 45 minutes longer, stirring often this scorches easily until the mixture is reduced to a thick, jamlike consistency. Let cool. Set racks at the middle and lowest levels of the oven and preheat to 400 degrees. Divide the double batch of dough into quarters. Roll one quarter out to form a bottom crust and arrange in pan. Repeat with the second piece. Spread half the mincemeat evenly in each crust. Form the lattice top crusts. Flute the edge of the pies and carefully brush with egg wash. If you wish, sprinkle the top of each pie with sugar. Bake the pies for 15 minutes on the bottom rack of the oven. Lower the temperature to 350 degrees and move the pies to the middle rack. Bake about 20 to 30 minutes longer, until the crust is a deep golden and the juices are just beginning to bubble up. Cool pies on racks and serve warm or at room temperature.