1. In a skillet over medium heat, combine the chopped apples, granulated sugar, cinnamon, nutmeg, water, and cornstarch. Stir frequently and cook for 6-8 minutes until apples are tender and mixture thickens. Remove from heat and let cool slightly.

2. In a small bowl, beat the softened cream cheese with powdered sugar and vanilla extract until smooth. Set aside.

3. Place an egg roll wrapper on a clean surface with a corner facing you. Spread 1 teaspoon of cream cheese mixture across the center, then add 1 heaping tablespoon of the apple filling. Fold the bottom corner over the filling, fold in the sides, and roll up tightly. Seal with water. Repeat for all.

4. In a deep skillet or pot, heat vegetable oil to 350°F (175°C). Fry egg rolls in batches, 2-3 at a time, turning occasionally until golden brown, about 2-3 minutes. Drain on paper towels.

5. Drizzle with caramel sauce and dust with powdered sugar before serving. Enjoy warm!