Heat the oven to 375 degrees Fahrenheit and grease a glass or ceramic dish that measures 8 by 8 by 2 inches with nonstick spray (I used a 7 by 9 by 2 inch ceramic dish).
Mix chopped apples with sugar, cornstarch, cinnamon, and nutmeg in a bowl until everything is evenly coated.
Slice the cinnamon rolls into pieces that are ¼ inch thick. Then, flatten them on a surface dusted with flour until they are thin. Sprinkle flour on them because they are very sticky and might break when you roll them out. You can sprinkle flour on your hands and then press the dough to make it thinner if you find it more convenient.
Place the first layer of flattened cinnamon rolls on the bottom and around the edges of a dish. Squeeze them with your hands to close them tightly.
Place half of the apples on the filling and pour 2-3 tablespoons of caramel sauce over them. Place another layer of flattened cinnamon rolls on top.
Place the rest of the apples and pour more caramel sauce on top. Place the rest of the flattened cinnamon rolls on top.
Wrap with foil and bake for 30 minutes. Next, take off the cover and bake for an additional 10-15 minutes until the top turns golden brown.
Chill for 30 minutes, pour icing on top (included with the cinnamon rolls), cut, and serve.