Prepare the Apple Filling: In a medium bowl, combine the chopped apples, granulated sugar, cornstarch, cinnamon, lemon juice, and vanilla extract. Stir until the apples are evenly coated with the mixture. This step creates the flavorful filling that balances tartness from the Granny Smith apples with sweet, warm spices. Let the mixture sit for a few minutes to allow the flavors to meld together.
Assemble the Wontons: Lay out the wonton wrappers on a flat surface. Place about 1 tablespoon of the apple mixture in the center of each wrapper. Fold each wrapper diagonally to form a triangle, pressing the edges firmly to seal. If the edges aren't sticking well, moisten them with a small amount of water to create a better seal. Make sure there are no openings where the filling could leak during frying.
Heat the Oil: In a large frying pan, heat about 1 inch of vegetable oil over medium heat until it reaches 350°F (175°C). Testing the oil temperature is crucial - drop a small piece of wonton wrapper in, and if it sizzles immediately and rises to the surface, your oil is at the right temperature. Too hot, and the wontons will burn; too cool, and they'll absorb too much oil.
Fry the Wontons: Carefully add the filled wontons to the hot oil in small batches, being careful not to overcrowd the pan. Fry them until golden brown and crispy, about 2-3 minutes per side, turning occasionally to ensure even cooking. Using a slotted spoon, transfer the fried wontons to a paper towel-lined plate to drain excess oil.
Finish and Serve: Once the wontons have cooled slightly, dust them generously with powdered sugar using a fine mesh sieve for even coverage. Just before serving, drizzle with warm caramel sauce for an extra touch of sweetness and visual appeal. Serve while still warm for the best flavor and texture experience.