Heat about 2–3 inches of vegetable oil in a deep pot or heavy-bottomed pan to 350°F. While the oil heats, prepare the apple pie bombs.
Open the crescent dough sheet and lay it flat on a lightly floured surface. Cut the dough into 8–10 equal squares.
Chop the apple pie filling into smaller pieces so it fits easier inside the dough.
Place a small spoonful of apple pie filling in the center of each dough square, then add one caramel candy on top.
Carefully pull the edges of the dough together and pinch tightly to seal completely. Roll gently into a ball shape.
In a separate bowl, mix together the granulated sugar and cinnamon for the coating.
Carefully place 2–3 apple pie bombs into the hot oil at a time, frying for about 2–3 minutes per side or until golden brown and cooked through.
Remove from the oil and place on a paper towel-lined plate for a few seconds to absorb excess oil.
While still warm, roll each apple pie bomb in the cinnamon sugar mixture until fully coated.
Serve warm and enjoy the gooey caramel apple center!