Preheat your oven to 375 degrees F and line a baking sheet with parchment paper.
In a saucepan, combine chopped apples and water, then bring it to a boil.
Reduce heat, cover, and simmer for about ten minutes or until the apples are tender.
Remove from heat and stir in sugar, cinnamon, flour, and butter until everything mixes well.
Let the mixture cool slightly.
Melt the caramel candies in a microwave-safe bowl and mix them into the apple mixture.
Allow the filling to cool completely.
Place two tablespoons of filling on one half of each dough round.
Fold over and seal the edges with a fork.
Brush with egg wash.
Bake the empanadas for 15-20 minutes until golden brown.