Prepare your grill for indirect grilling. In a large saucepan melt down your butter and add all the ingredients {minus the granny smith apples, but add the other apples}. Bring to a boil and then slowly simmer until the sauce thickens into a syrupy consistency.
Brush your grilling apples with some of the butter mixture and grill them for a few minutes per side {just enough to get grill marks}. It's important that you thickly cut your apples so they don't break on the grill. Remove the grilling apples from the grill and slice them smaller, since I was working with a small tart pan I cut all the apples {the Grilled Granny Smith + Red Delicious into bite sized pieces}. Add the grilled apples to your butter/apple mixture and set aside.
Roll out your pie dough and cut into small circles {or use the entire circle if you are making a large pie}. Pour the apple filling into each and make sure you get a good amount of the apple/butter sauce as well. I played around with the pie tops and did a lattice design on a few and a regular pie crust on the top. If doing a full pie crust just remember to cut a few slits on the time to vent and sprinkle a little sugar on the top.
Grill the mini pies on indirect heat for about 15 minutes and make sure to quarter turn them halfway in between. Keep a close eye these grill up quickly especially if you are making mini pies like I did. A whole pie would need about 35 - 45 minutes.