Preheat your oven to 350 degrees F and grease a baking dish with cooking spray.
Melt butter in a saucepan over medium-high heat. Add diced apples, brown sugar, cinnamon, and a pinch of salt. Stir and cook for about 5 minutes until the apples are tender. Set aside to cool.
Flatten each piece of biscuit dough with your fingers. Place a tablespoon of the apple filling in the center, adding one caramel candy on top.
Gather the edges of the dough around the filling, pinching to seal and forming a ball. Roll gently to shape.
Arrange the balls in the greased baking dish. Brush tops with melted butter and sprinkle with cinnamon sugar if desired.
Bake in the preheated oven for 30-35 minutes until golden brown. Cool slightly and serve warm, optionally with vanilla ice cream.