Combine flour and salt in a large bowl. Cut in shortening with a pastry blender until mixture resembles coarse crumbs. Add eggs and milk; mix until dough is moistened. Cover and chill for 20 minutes.
Preheat oven to 400 degrees F (200 degrees C). Grease a 10x15-inch jelly roll pan.
Divide dough in half so that 1 piece is slightly larger than the other. Roll out the larger piece on a floured work surface; press over the bottom and up the sides of the greased jelly roll pan. Arrange apple slices on top.
Mix sugar, cornflakes, cinnamon, and nutmeg together in a bowl. Sprinkle over apple slices. Roll out smaller piece of dough to fit on top. Place over apples and press edges to seal. Cut a few slits in the dough using a sharp knife. Brush egg white over dough.
Bake in the preheated oven until starting to brown, about 15 minutes. Reduce oven temperature to 350 degrees F (175 degrees C). Continue baking until golden brown, 20 to 25 minutes. Let cool completely, at least 30 minutes. Cut into slices.