Pre-heat the oven to 190 degrees Celsius and line a baking sheet with parchment paper.
In a bowl, cream the butter and sugar together. Add in the eggs and vanilla and mix.
Fold in the flour, lemon juice or vinegar, baking soda and salt until the dough comes together.
Refrigerate the cookie dough for 1 hour.
To make the apple pie filling, in a pan over medium heat, add in some butter, apples, cinnamon, nutmeg, brown sugar and let it cook till it becomes soft and caramelized. Set aside to cool down.
To make the coating, add in the sugar and cinnamon and mix together. Set aside.
Using a large cookie scoop, scoop out the dough and roll into a ball. Place the dough balls into the sugar cinnamon mixture and bake for 8-10 minutes or until it has golden edges and still soft on the inside.
After 5 minutes of letting it cool down, then use a tablespoon to press down, making a small well in the middle of each cookie.
Add in some apple pie filling in the well and top with caramel sauce.