To decorate the rims of your glasses, garnish them with salted caramel sauce and pieces of pie crust. Chill the glasses in the freezer while you make the milkshakes.
Combine the milk, ice cream, cinnamon, nutmeg, and apple pie filling in a blender and blend on high. Drizzle salted caramel sauce inside your glasses, pour your milkshakes, and stick a mini apple pie on top. Stick a straw through the apple pie and top with whipped cream and a sprinkle of cinnamon.