Heat the oil. Fill a heavy-bottomed saucepan with vegetable oil and heat until it reaches 350°F.

Prepare the cinnamon sugar. Combine granulated sugar and ground cinnamon in a small bowl.

Shape the dough. Flatten each biscuit into a round disc, roughly 4 inches in diameter.

Add the filling. Place about 1 tablespoon of apple pie filling and half a caramel candy in the center of each disc.

Seal the dough. Pinch the edges of the dough together to seal the filling inside.

Fry the pie bombs. Lower two pie bombs into the hot oil and fry for 3-4 minutes until golden-brown.

Coat in cinnamon sugar. Roll the fried pie bombs in the prepared cinnamon sugar mixture.

Serve and enjoy. Transfer the coated pie bombs to a plate and serve warm.