In a glass bowl heat caramel candies in microwave for 10 second intervals until soft and creamy. Save a few candies to roll into a ball for a “cherry on top” garnish.
Dip the rim of your glasses into the melted caramel. Roll the glass rim covered in caramel in chopped nuts and diced apples. Place glasses in refrigerator to cool the caramel.
Make the Shake: In a blender add vanilla ice cream, apple cider, spiced rum (or bourbon), caramel sauce and cinnamon. Add more ice cream or cider to get your favorite consistency. Blend until creamy and pour in glasses.
Garnish your shake with whipped cream, a caramel candy “cherry”, sprinkle with cinnamon and serve!