Whisk together the instant vanilla pudding mix and milk in a large bowl until smooth and thickened, about 2 minutes.
Whip the heavy cream with powdered sugar and vanilla extract until soft peaks form, then gently fold into the pudding mixture.
Layer half of the graham crackers in a 9x13 inch baking dish.
Spread half of the pudding mixture over the graham crackers and drizzle with caramel sauce.
Spoon apple pie filling over the caramel layer and sprinkle with ground cinnamon if desired.
Repeat the layers with remaining graham crackers, pudding mixture, caramel sauce, and apple filling.
Cover the dish tightly and refrigerate for at least four hours before serving.