Preheat oven to 375°F. Line a large baking sheet with parchment.
Make the Dough: Cream together butter and sugar until fluffy. Mix in eggs and vanilla. Add flour, cream of tartar, baking soda, and salt; mix until just combined.
Coat in Cinnamon Sugar: Mix 4 Tbsp sugar and 1 Tbsp cinnamon in a small bowl. Scoop out dough, roll into balls, and coat each in the cinnamon sugar mixture.
Place dough balls 2” apart on your sheet. Bake for 8–10 minutes.
Pull them out and, while still soft, use a tablespoon to gently press a well in the center. Fill each well with about a tablespoon of apple pie filling. Return to oven for 2–3 more minutes, until edges are golden.
Make Icing & Caramel: Whisk powdered sugar and milk for the icing. For caramel, microwave caramel bits and milk in 30-second bursts, stirring until smooth.
Finish: Drizzle the icing and caramel over each cookie. Let them set up a bit… or just eat while they’re gooey.