Preheat the oven to 400°F (200°C). Mix sugar and cinnamon in a shallow bowl. Brush both sides of each tortilla with melted butter, then coat with cinnamon sugar.
Hang over the oven rack bars like taco shells and bake for 8–10 minutes until golden and crisp. Cool on a wire rack, or deep-fry the tortillas and roll in cinnamon sugar while warm for extra crunch.
Melt butter in a skillet over medium heat. Add diced apples, brown sugar, cinnamon, nutmeg, and lemon juice.
Cook for 5–7 minutes, stirring until the apples soften and look glossy. Stir in the cornstarch slurry and cook another 1–2 minutes until thickened, then let cool slightly.
Beat softened cream cheese with powdered sugar and vanilla until smooth. In another bowl, whip heavy cream until stiff peaks form, then fold it into the cream cheese until light and fluffy.
Fill each cooled shell with cheesecake filling, top with apple pie filling, drizzle with caramel sauce, and add whipped cream or crushed cookies if desired. Serve immediately for the best crunch.