Gather all ingredients and equipment. Preheat oil to 325-350° F.
Place the sugar evenly in a medium saucepan or in nonstick sauté pan over medium high heat. Caramelize the sugar without stirring, let the heat melt the sugar. If they are a few clumps of sugar, stir them into the caramelized sugar, which will be a deep amber color. Reduce the heat to medium-low.
Add the butter and heavy cream continue to stir until mixed thoroughly.
Add the lemon juice, stir until combined.
In a small mixing bowl, mix the apples with the cinnamon sugar, lemon juice, and salt. Reserve.
In a small mixing bowl cream together the cream cheese, sugar and vanilla until well mixed. Fold in caramel sauce. Place in a piping bag and reserve.
Squeeze about a tablespoon of the cream towards the bottom middle of the tortilla. Place about a tablespoon of the apple filling on top of the cream. To wrap the chimichangas, fold the sides in and then fold bottom up. Tuck the filling into cylinder and roll up till 1 inch before closing. Brush the remaining wrapper with egg wash and seal the edge at the top to the roll. Repeat.Fry for about 3 minutes or until lightly browned. Place on a paper towel and sprinkle with cinnamon sugar.
Serve these chimichangas with salted caramel, ice cream, and whipped cream!! YUM!!