In a medium bowl, combine the graham cracker crumbs, oats sugar, salt and melted butter. Mix until evenly moistened. Divide the crust among 8 small jars. Press down the crumbs with a spoon or your fingers. Place the jars in the freezer for about 10 minutes to firm up.
In a large bowl, cream together the cream cheese, sweetened condensed milk, cinnamon, and vanilla extract until fluffy and smooth. Set aside.
In a large saucepan, heat half of the caramel sauce until it comes to a simmer. Add the sliced apples and cook until soft, about 5 minutes. Remove from heat and let cool down.
Transfer the cheesecake filling to a piping bag or large food storage bag with the end snipped off. Pipe out a thin layer of cheesecake filling on top of the crust. Spoon in a bit of apples and caramel on top of each, and then top with another layer of cheesecake filling. Cover with plastic wrap and chill in the fridge for at least 3 hours or overnight. Finish off with a dollop of whipped cream and a drizzle of remaining caramel.