Fill a heavy-bottomed 2- to 3-quart saucepan halfway with vegetable oil. This should be deep enough to cover the dough balls completely. Set it aside for now.

Stir the sugar and cinnamon in a clean, dry, heat-safe bowl. Set it aside also.

Flatten your biscuit dough using a rolling pin or your fingers after opening the biscuit can. You may have to gently flour the work surface if you're using a rolling pin.

In the center of the dough, place 1 tbsp. of apple pie filling.

On top of the apples, place the halved caramel.

Pinch the dough's edges together to keep it from falling apart while frying. After you've pinched the edges, roll the ends under to form a ball.

Heat the oil to medium heat. It should be heated enough that a small piece of dough thrown into the oil becomes bubbling.

Carefully add the balls to the oil using a slotted spoon. Cook until the dough balls are golden brown on all sides.

Carefully pull the pie bombs from the oil and place them in the sugar-cinnamon mixture bowl, rolling them in the mixture to properly coat them. Repeat the process with the remaining balls.

If desired, drizzle with caramel sauce. Serve right away.