Combine the brown sugar, sorghum and butter in a saucepan and heat on medium until the butter melts, 3 to 5 minutes. Stir in the sweetened condensed milk, bring to a simmer and cook about 1 minute. Lower the heat and continue to cook, stirring constantly, until a soft ball forms when the caramel is dropped in the glass of ice water, or the temperature reads 240 degrees F on a candy thermometer, about 20 minutes. Let the mixture stand for 5 minutes before dipping the apples.
Skewer each apple through the core with a craft stick. Holding an apple by the stick, dip it in the caramel and roll to coat; allow the excess caramel to drip off. Dip in the popcorn or the burned peanuts and place on a sheet of wax paper to cool. Repeat with the remaining apples.