Preheat oven to 375 degrees.
Line a 9 x 13 baking dish with parchment paper or grease with cooking spray.
Mix cake mix and oats in a large bowl.
Add melted butter, stir until crumbly.
Press down half the crumbs onto the bottom of the pan.
Pour apple pie filling into a bowl and use a knife to cut the apple pieces down to bite size.
Carefully spread apple pie filling over the crumb crust.
Melt caramels with milk in a microwave-safe dish on high heat for 30 seconds. Stir and repeat until caramel is melted.
Drizzle caramel over top of apple filling.
Spread remaining crumbs over caramel and press down gently.
Bake for 18 to 23 minutes or until very lightly golden brown.
Eat warm or cool, cut into bars, and serve.