Insert a wooden stick into the stem end of each apple. Coat a baking sheet with cooking spray.
Make the caramel: Melt the sugar and corn syrup in a large pot over medium-high heat, stirring with a wooden spoon until combined. Don't stress if it starts to clump: It will eventually even out. Cook, swirling the pan but not stirring, until dark amber in color and a candy thermometer registers 245 degrees F, 8 to 12 minutes.
Add the butter all at once, stirring until incorporated. Turn down the heat to medium and pour in the heavy cream (the mixture will foam up); whisk until smooth.
Increase the heat to medium high and bring the caramel up to 250 degrees F, 8 to 10 minutes. Turn off the heat and let cool for 5 to 10 minutes. Dip the apples in the caramel and roll in crushed cookies; place on the baking sheet to set, 5 to 10 minutes.