Coat puff pastry in flour and roll out. Cut out circles, about 6 circles per pastry sheet.
Place one circle on a parchment-lined baking sheet. Top pastry circle with a heaping tablespoon of apple pie filing and 1 teaspoon of caramel sauce. Brush the edges with egg wash and top with another pastry circle. Carefully seal the corners. Continue assembling until complete.
In a bowl, mix together brown sugar, flour and butter until you have a crumbly consistency.
Brush the tops of the donuts with egg wash and top with brown sugar crumble.
Bake for 15 minutes, or until donuts are golden and flaky.
Remove from oven, top with caramel sauce and whipped cream, if desired, serve and enjoy!