Preheat oven to 350 degrees Fahrenheit (175 degrees Celsius).
Wash apples and slice off the top 1/2 inch. Use a melon baller or spoon to hollow out the core and some flesh, creating a bowl shape with 1/2 inch thick walls.
In a medium bowl, beat softened cream cheese and sugar until creamy. Add the egg and vanilla extract, mixing until fully incorporated.
Place the hollowed apples in a baking dish. Fill each apple cavity with the cream cheese mixture until nearly full.
In a small bowl, combine graham cracker crumbs, cinnamon, and melted butter. Sprinkle the mixture evenly over the top of each stuffed apple.
Add 1/2 cup of water to the bottom of the baking dish to prevent the apples from burning.
Bake for 25 to 30 minutes, or until the apple walls are tender and the cheesecake filling has set.
Remove from oven and allow to cool for 10 minutes before serving. Drizzle with caramel sauce if desired.