Pour vegetable oil into a deep saucepan, filling it until it's about 2 inches deep. Heat the oil over medium heat until it reaches 350°F (175°C).

Combine granulated sugar and ground cinnamon in a bowl and mix thoroughly. Set aside.

Open the refrigerated biscuit dough and flatten each individual biscuit into a round about 4 inches in diameter.

Place a generous tablespoon of apple pie filling in the center of each flattened dough round and add half a caramel candy on top.

Gently fold the edges of the dough over the filling and pinch them together securely to seal.

Lower the filled, sealed dough balls into the hot oil and fry for 3-4 minutes until golden brown.

Remove the fried bombs and let them drain on paper towels, then roll in the cinnamon sugar mixture.

Place on a wire rack or serving platter to cool slightly before serving warm.