1. Preheat oven to 325°.
2. Beat butter and brown sugar with a mixer at medium speed until creamy. Add egg, milk, and vanilla; beat 2 minutes or until light and fluffy.
3. Weigh or lightly spoon flour into dry measuring cups; level with a knife. Combine flour, baking soda, and salt in a bowl, stirring with a whisk. Stir in oats. Add oat mixture to butter mixture, beating at low speed until blended. Stir in apples.
4. Drop dough by 1 1/2 tablespoonfuls 2 inches apart onto baking sheets lined with parchment paper.
5. Bake at 325° for 14 minutes or until golden. Transfer cookies to wire racks; cool completely.
6. Place caramels and water in a small saucepan. Cook over low heat 7 minutes, stirring until smooth. Remove from heat. Drizzle warm glaze over cookies. Let stand 15 minutes or until caramel is completely set. Store in an airtight container for up to 5 days.