Preheat the oven to 400 degrees and line a baking sheet with parchment paper.
Roll out the puff pastry on a lightly floured surface and cut it into 12 equal squares.
In a bowl, toss the diced apples with the cinnamon.
Place a few apple pieces in the center of each pastry square, add a cube of brie, and drizzle with a small amount of caramel sauce.
Fold the corners of each square toward the center to enclose the filling.
Brush the tops with the beaten egg and transfer the bites to the prepared baking sheet.
Bake for 15 to 18 minutes until the pastry is golden brown.
Remove from the oven and drizzle with the remaining caramel sauce before serving.