Preheat the oven to 400°F (200°C).
Prepare the apples by peeling, coring, and dicing them into small pieces.
In a bowl, combine the diced apples, cinnamon, and caramel sauce.
Roll out the puff pastry sheets on a lightly floured surface.
Cut the pastry into squares, about 4x4 inches each.
Spoon a generous amount of the apple mixture onto each pastry square.
Fold the pastry over the filling and pinch the edges to seal.
Place the sealed bombs on a baking sheet lined with parchment paper.
Brush the tops with egg wash and sprinkle with sugar.
Bake for 20-25 minutes until golden brown.
Remove from the oven and let them cool slightly before serving.
