Preheat oven to 375°F (190°C). Line a baking sheet with parchment paper.
Cut the puff pastry into four equal squares and set aside.
In a small bowl, mix the cinnamon and brown sugar.
Place each peeled apple on a pastry square. Fill each apple core with 3 caramel candies.
Brush the apples with melted butter and sprinkle generously with the cinnamon–brown sugar mixture.
Wrap the puff pastry around each apple, pressing edges to seal and forming a smooth pastry shell.
Brush the tops with egg wash and sprinkle with granulated sugar.
Place the wrapped apples on the prepared baking sheet and bake for 25–30 minutes, or until the pastry is golden and crisp.
Allow to cool slightly before serving to let the caramel set inside.