Preheat oven to 350 degrees. Place Oreos in a food processor, process into crumbs. Add melted butter and process until combined. Stir crumbs around to make sure they are coated. Press crumbs into a 9x9 baking dish that is lined with parchment paper or foil. Set aside.
In the same food processor, no need to clean, place the apple pie filling. Pulse to a rough chop a few times. Take out half and place in a small bowl, set aside. Pulse the remaining apple pie filling until it is smooth, place in a small bowl and set aside.
Into the food processor, once again, no need to clean, add the cream cheese, sour cream, brown sugar, vanilla, cinnamon, and egg. Pulse until smooth. Add the smooth apple filling and pulse until combined. Pour mixture on top of the crust and smooth it out evenly.
Dollop the roughly chopped apples on top. Bake for 35-40 minutes until there is a very slight jiggle in the center. Take out of the oven and sit on the counter, let cool for 20 minutes. Cover with plastic wrap and place in the refrigerator for at least three hours to set.
Cut into 9 even bars, serve with caramel sauce of your choice. I recommend making this Cinnamon Buttermilk Caramel Sauce.