Place ingredients for the apple pie filling in a medium saucepan and cook on medium, stirring constantly until butter is melted. Cover and reduce heat to medium low, simmer 15-20 minutes or until softened, stirring every few minutes to make sure it doesn’t burn.
Meanwhile, preheat the oven to 350 degrees and begin making the cookie dough.
Cream together softened butter and vanilla. Add powdered sugar and salt and mix. Add flour and continue to mix. Dough will be very crumbly at first, but continue mixing and it will come together into a ball.
Scoop out onto a lined cookie sheet using a 1.5 tablespoon cookie dough scoop, leveled (see note). Use the back of the cookie dough scoop to create a well in the top of each cookie. *Do not push the cookie dough scoop down so far that the cookie is super thin at the bottom of the well.*
Bake for 11 minutes, until edges feel firm and set. Cookies will not be brown.
When apples are done cooking, mash slightly with a fork and set aside to cool. Finish baking cookies and cool on a cooling rack or paper towel on the counter.
When filling and apples are both cool (about an hour) you can assemble the cookies. Scoop just under one tablespoon of apple filling onto each cookie. Then place caramel bits and milk in a microwave safe bowl and microwave 15 seconds at a time, stirring thoroughly in between, until melted. Drizzle caramel over each cookie.
Serve immediately or store at room temperature for up to two days.