Pre-heat oven to 350 degrees.

On a sheet of parchment paper, roll out your puff pastry sheet 1 1/2 inches longer. Make cuts along the long sides for braiding.

In a small bowl, combine the cream cheese and cinnamon. Add to the center of the puff pastry. Smooth out evenly.

Make an egg wash from the egg and a couple splashes of water. Whisk them together, set aside.

In a small dish, mix the cinnamon and sugar. Set aside.

In a small bowl, add the chopped apples, brown sugar, cornstarch and nutmeg. Stir to combine. Add the apple mixture to the top of the cream cheese layer. Start braiding.

Brush the braids with egg wash using pastry brush and then sprinkle the cinnamon sugar mixture top.

Bake for 40 minutes. Remove from oven and let cool for 25 minutes.

Add all the icing ingredients to a small bowl, mix to combine. Add more caramel topping to get a drizzle consistency that you like! (This is enough icing for 2 braids).