Start by chopping apples into small pieces, about the size of a dime. You will need 2-3 apples. In a separate bowl, combine sugar and flour and stir to coat apples. Set aside.
Allow butter to come to room temperature. Combine with both granulated sugar and brown sugar and beat on medium speed for several minutes until very well combined. Mixture should be smooth
Add eggs, one at a time and beat until well mixed. Add vanilla extract and maple syrup and mix into batter after both eggs have been added.
Combine all dry ingredients in a separate bowl: flour, vanilla pudding mix, oats, baking soda, salt, nutmeg, cinnamon and apple pie spice. Slowly add dry ingredients to the batter and mix on medium speed until combined.
Slowly add apples and walnuts to dough and beat on low speed just until combined.
Line cookie sheet with baking mat or parchment paper
Using a medium sized cooking scoop (about 3 tablespoons), place dough on cookie sheet. Use your thumb to press into the middle of the dough ball to make a hole. Place an unwrapped caramel in the middle. Use your fingers to pinch the edges back together so that caramel is fully covered with cookie dough.
Bake at 350° for 12-15 minutes until the edges turn light brown. Allow to cool on the pan for several minutes before transferring to a wire rack to cool.
Store in an airtight container for up to three days. Reheat in the microwave for 10-15 seconds to soften caramel.