Cut the apples in half, core and dice them.
Transfer to a saucepan, add lemon juice, brown sugar and cinnamon and mix.
Turn the heat to medium than add butter and mix until the apples are soft. If needed, add a little bit of water to help apples soften. When done, set aside.
Prepare the vanilla pudding as indicated on the package. If using the premade pudding, transfer to a large bowl. Cool before using in the next steps.
In a mixing bowl beat whipping cream and sugar with a hand mixer, until the sugar is dissolved and the whipped cream forms peaks and is fluffy and smooth.
Add mascarpone and mix to incorporate well.
Mix the cooled vanilla pudding with the cooled apple filling.
Add 2/3 of the whipped cream and mix to incorporate.
Mix milk and caramel sauce until the sauce is melted.
Dip ladyfingers into the sauce, on both sides, then add to the baking dish to form a layer.
Layer half the vanilla pudding apple mix.
Add another layer of ladyfingers, dipped in milk caramel sauce and top with another layer of vanilla pudding apple mix.
Finish with a layer of whipped cream.
Decorate with drizzled caramel sauce, pecans and cinnamon powder.
This recipe can be served immediately but tastes better the next day or even after 2-3 days in the fridge.