Unfold 1 pastry sheet, and cut into 9 (3 1/3-inch) squares. Place on an ungreased baking sheet.
Bake at 400° for 10 to 13 minutes; set aside.
Thaw escalloped apples in microwave at MEDIUM (50% power) for 6 to 7 minutes. Let stand 2 minutes. Set aside.
Heat whipping cream in a medium saucepan over low heat; remove cream from heat.
Cook sugar, 1/4 cup water, and lemon juice over medium heat, stirring occasionally, about 15 minutes or until mixture turns an amber color. Gradually pour sugar mixture into whipping cream, stirring constantly. Cook over medium heat 5 to 7 minutes.
Split each pastry square horizontally in half. Layer bottom halves evenly with 2 tablespoons escalloped apples. Spoon half of caramel sauce evenly over halves, and sprinkle evenly with half of pecans. Repeat procedure. Serve immediately.