Peel, core, and slice the apples.
Add to a saucepan with the sugar.
Cover and cook until tender.
Remove from heat and mix in cinnamon.
Mix whipping cream, milk, and cream cheese with a mixer on high for 1 - 2 minutes.
Peaks should form.
In mason jars, layer cream cheese mixture, apple pie filling, and caramel ice cream topping. Repeat layers until jar is full ending with caramel ice cream topping.