Preheat oven to 350°F. Spray a muffin tin with cooking spray.
In a mixing bowl, stir together cake mix, butter and eggs.
Take about a 1 tbsp of dough and press it into the muffin tin. Make sure to not make it too thick or it won’t cook entirely in the center.
Place in oven for about 7 minutes. Remove from oven and poke the center with a spoon to create your cup. Put the cake cups back in the oven for another 5 minutes and then repeat the process to create your cup.
Place back in the oven for another 5 minutes. They should be almost ready by now. Remove from the oven and use the spoon again to poke the center to make it cup-shaped. Then place one caramel in each cup. Put back in the oven for another 5 to 9 minutes, until caramel is melted and cake cups are golden.
Remove from oven and let cool.
Once cool, add about 1 tsp of apple pie filling to each cake cup. Drizzle with caramel sauce if desired.