Prepare a sheet pan by lining it with parchment paper or a silicone baking mat.
Cut apples into thick ½-inch slices and create a little slit at the base of the apple slice. This will be where you stick the popsicle stick. You can make four slices per apple.
Insert the popsicle sticks into the bottom of each apple slice.
Use a double boiler (or a microwave in 10-20 second increments) to melt the chocolate chips and shortening together. Stir frequently until completely melted.
Dip each apple slice into the chocolate mixture and lay them down on the sheet pan. While the chocolate is still wet, sprinkle chopped peanuts and sea salt over each apple slice. Set aside to cool and set.
Place the caramel candies and heavy cream into a large microwavable bowl and microwave in 30 second intervals until the caramels are all melted. Be sure to stir the caramel mixture between each interval so that it does not burn.
Drizzle the melted caramel over each apple slice and then place the sheet pan in the refrigerator to chill until you are ready for serving.