Preheat oven to 350°.
cut pie crust into circles using a glass, twisting to create small pie crusts
Place pie dough discs into a greased muffin tin. Bake for 8 to 10 minutes, then set aside to cool.
Beat cream cheese until light and fluffy.
Slowly beat in vanilla and sweetened condensed milk, scraping down the sides as necessary until combined.
Spoon filling into pie cups, filling 2/3 of the way. Refrigerate until set, 1-1/2 hours.
Make the apple topping: Sauté apples in butter, brown sugar, and cinnamon until softened, 3 to 4 minutes.
Add cornstarch, stirring until combined (this will thicken the sauce). Spoon sautéed apples into each cheesecake cup, filling it to the top.
Top each with crumbled cookies and a drizzle of caramel.