Preheat your oven to 375°F (190°C).
Prepare the apples by peeling, coring, and chopping them into small pieces.
In a mixing bowl, combine the chopped apples, caramel sauce, and cinnamon.
Roll out the pie crust and cut it into squares.
Place a heaping tablespoon of the apple-caramel mixture in the center of each pie crust square.
Fold up the corners of the pie crust square and pinch to seal.
Brush the tops of the bombs with the beaten egg.
Sprinkle sugar over the tops of the bombs.
Place the bombs on a baking sheet lined with parchment paper.
Bake in the preheated oven for 20-25 minutes, until golden brown.
Let them cool slightly before serving.
