In a heavy skillet, heat 2.5 quarts of oil over medium heat (about 350°F).
In a small bowl, mix sugar and cinnamon, then set aside.
Separate biscuits and flatten each into small circles.
Place 1 tablespoon of apple pie filling and two caramel halves in the center.
Pull edges of dough up and pinch tightly to seal.
Roll into smooth balls with your hands.
Gently lower two balls into the hot oil and roll until evenly golden, about 1–2 minutes.
Remove and immediately roll each bomb in the cinnamon sugar mixture.
Cool slightly, then drizzle with caramel or add whipped cream.
