Preheat oven to 350° degrees F. Liberally grease 20 cavities among 2 muffin pans. Set aside.
For the cookie cups: In the bowl of a stand mixer, cream together the butter and sugars until fluffy and light, about 1 minute. Add in the eggs, one at a time, mixing well after each addition and scraping down the sides of the bowl as needed, followed by the vanilla extract. Lastly, add in the flour, oats, baking powder, cinnamon and salt until the dough comes together.
Drop heaping Tablespoonfuls of cookie dough into each greased muffin cavity. Press down the dough lightly with your fingers to conform it better to the shape of the muffin cavity. Bake for 18-20 minutes. Let cool in pan for about 10 minutes, then use a wooden spoon handle or a shot glass to create an indentation in the center of each cookie cup.
While the cookie cups bake, make your homemade apple filling. In a medium skillet, melt the butter over medium heat. Add in the apples and saute until slighty softened. Add in the sugar, cornstarch, and spices and cook until caramelized and thickened, about 5-7 minutes.
Gently remove the cookie cups from the pans and arrange on a wire rack. Fill each cookie cup with homemade apple filling. Serve with caramel sauce and ice cream, if desired.