Preheat oven to 350°F (175°C). Line a baking sheet with parchment paper.
Flatten each biscuit into a 4-inch circle.
Spoon a small amount of apple pie filling into the center of each biscuit and place a caramel candy on top.
Carefully fold the dough around the filling and pinch to seal.
Place seam-side down on the baking sheet.
Brush each bomb with melted butter.
In a small bowl, combine sugar and cinnamon, then sprinkle over the bombs.
Bake for 15–18 minutes until golden brown.
Let cool slightly before serving.