Heat the oven to 350°F (175°C). Grease two standard donut pans, or grease one pan if you plan to bake in batches.

Whisk the flour, baking powder, baking soda, cinnamon, nutmeg, and salt in a medium bowl.

In a second bowl, whisk the melted butter, brown sugar, egg, vanilla, applesauce, and buttermilk until smooth.

Add the dry mixture to the wet mixture and stir only until nearly combined. Fold in the finely diced or grated apple without overmixing.

Transfer the batter to a piping bag or zip-top bag with one corner cut off. Pipe batter into the donut cavities, filling each about two-thirds to three-quarters full.

Bake for 10–12 minutes, until the donuts spring back lightly when touched and a toothpick comes out clean or with a few moist crumbs.

Cool the donuts in the pan for about 5 minutes, then transfer them to a rack. Let them cool completely before adding caramel.

Place the caramels, cream, and optional pinch of salt in a microwave-safe bowl. Microwave in 20–30-second intervals, stirring after each interval, until smooth.

Dip the tops of the cooled donuts into the warm caramel and let the excess drip off. Add toasted pecans, flaky sea salt, or a small amount of finely diced apple, then let the topping set for several minutes.