Roll out one of the chilled disks of pie dough on a floured work surface. Roll the dough from the center to the edge, turning the dough until you have a circle of about 13-inches in diameter. Carefully ease the pie crust into a 9-inch pie plate, making sure not to stretch the dough at all, or it will shrink as the pie bakes. With a sharp knife, cut the excess dough off at the edge of the pie plate. Cover with plastic wrap and refrigerate.
Roll out the second disk of pie dough rolling from the center to the edge, turning the dough until you have a circle of about 13-inches in diameter. Place the dough on a sheet pan lined with parchment paper and using a pastry cutter, pizza cutter or knife, cut the dough into ten 1-inch-wide strips. Cover with plastic wrap and refrigerate while you work on the filling.
Preheat the oven to 400 degrees Fahrenheit and line a baking sheet with parchment paper.
In a large bowl, stir together the peaches, brown sugar, vanilla extract, and lemon juice until throughly combined. Let the peach mixture sit for 5 minutes.
Mix together the granulated sugar, instant tapioca, cinnamon, and salt in a small bowl. Sprinkle the sugar mixture over the peach slices and toss gently to combine. Allow the mixture to sit at room temperature for 10 to 15 minutes so the fruit releases some of its juices. Toss the mixture once again right before pouring the filling into the pie shell.
Remove the pie crust from the refrigerator. Pour the filling into the bottom shell and carefully thread the strips over and under one another, pulling back strips as necessary to weave. Press the edges of the strips into the bottom pie crust edges to seal then, crimp the edges.
Make the egg wash by whisking the egg yolk with 1 tablespoon water. Lightly brush the lattice with the egg wash and sprinkle with sparkling /sanding sugar.
Place the pie on a baking sheet to catch any drippings and bake for 25 minutes, then, lower the oven temperature to 350°F, and bake for 25 to 30 minutes or until the juices bubble up through the lattice and the crust is golden brown. If your pie crust is browning too quickly, tent the top with foil to prevent it from burning.
Remove the pie from the oven and let it cool at room temperature for 4 hours and up to 3 days before slicing and serving. Serve with bourbon caramel sauce.