Preheat your oven to 350° F and grease a 12 cup muffin pan with a nonstick cooking spray.
Combine two pieces of the cookie dough to make one larger ball. Place one cookie dough ball in each cup of the muffin pan.
Place in preheated oven and bake for 10 minutes, then remove the pan from the oven. Note: The cookies will still be soft.
While the cookies are baking, open the apple pie filling can and cut the apple slices into small pieces. Then use the back of a tablespoon to press down the center of each cookie to form a cup. Fill each cookie cup with the apple pie filling.
Return the cookie cups to the oven to bake for an additional 10 minutes, until the edges of the cookies are golden brown. Allow the cookies to cool in the muffin tin for about 10 minutes, then transfer to a wire cooling rack to cool completely
After the apple pie sugar cookie cups are cool, drizzle the caramel sauce over the top of each one before serving.