Add apple pie filling, cream cheese, caramel, and vanilla into a medium mixing bowl.
Use a hand mixer to cream everything together for 1 to 2 minutes. Use the mixer to help chop the apples into small pieces.
Add the powdered sugar and cinnamon, and then mix until combined.
Transfer the dip to a serving bowl. Top with a drizzle of caramel, chopped nuts, and some diced apple if desired.
Serve immediately or cover and store in the fridge for 30 minutes to 1 hour to let the flavors blend and the dip set up a bit. We like dipping graham crackers, nilla wafers, or sliced apples in this dip.
For a smoother dip: mix the dip ingredients together in a food processor until smooth and combined. The apples in the pie filling will blend completely into the dip instead of there being some chunks.