Before you start. Preheat the oven to 400F/200 C and line two baking sheets with parchment paper.
Make the apple pie filling. In a pot, cook the chopped apples, brown sugar, lemon juice, spices, salt, and vanilla over medium heat until the apples are tender and the sauce is thick like caramel and bubbly, about 20-25 minutes. Transfer to a bowl to cool and set aside.
Cut out the cookies. Lay the defrosted puff pastry on a lightly floured cutting board. Use a 2 ¼-inch round cookie cutter to cut out 18-20 puff pastry rounds and transfer them to the prepared baking sheets. You can save the scraps to bake off later!
Indent the centers for filling. Use a small 1 ½-inch round cutter to “score” the inside of each round. It should make an indent but not cut all the way through.
Sprinkle with cinnamon sugar and bake! Egg wash the tops then generously sprinkle with the cinnamon sugar. Bake until the pastry is puffed up and golden brown, about 10-13 minutes. Cool on a wire rack while you bake the second pan. You can bake off the puff pastry scraps! Brush them with egg wash, sprinkle with cinnamon sugar, and bake until golden brown.
Fill the center of the cookies. Once cool, use the back of a spoon to push down the center of the puff pastry. Then fill it with the apple pie filling.
Drizzle with caramel. Garnish with a drizzle of caramel and enjoy!
Store the cookies in an airtight container at room temperature. After the first day, they will soften from the moisture in the filling. To crisp them up, place them on a lined baking sheet and reheat them in the oven at 400 F/200 C until crispy, about 5-8 minutes.