Preheat your oven to 375°F (190°C) and line a baking sheet with parchment paper.
Chop the apple pie filling into small pieces and mix it with cinnamon and nutmeg.
Flatten each biscuit into a 4-inch circle.
Spoon about 1 tablespoon of apple pie filling into the center of each circle.
Pinch the edges together to seal, forming a ball. Make sure the seams are closed well.
Place the sealed dough balls seam-side down on the baking sheet.
Bake for 12–15 minutes, or until golden brown.
While still warm, brush each bomb with melted butter.
In a small bowl, mix granulated sugar and cinnamon, then roll each bomb in the mixture until coated.
Serve warm with caramel sauce or whipped cream for dipping.