In a medium bowl, beat cream cheese with an electric mixer until smooth and creamy. Add in marshmallow creme, powdered sugar and caramel sauce. Beat again for 2 minutes, scraping down the sides to be sure it's all mixed together well.
Spread the cheesecake layer into a serving dish such as a pie pan or large bowl.
Pour out canned apple pie filling into a shallow bowl or plate and carefully use a sharp knife to slice the apple slices to smaller chunks, if necessary.
Carefully spoon the apple pie filling on top of the cheesecake layer, spreading it to the edges.
Rim the edges of your caramel apple pie cheesecake with two layers of toasted pecan halves. Alternately, you could cover the top of the dip with chopped pecans.
Drizzle dip with caramel sauce. Garnish by sprinkling ground cinnamon on top.
Serve with graham crackers, vanilla wafers, apple slices, pretzels, crackers, etc.
Store leftover dip, tightly covered, in the refrigerator for up to 3 days.