Why didn't my apples caramelise?
Sugar / caramel melts far above the boiling point of water. So apples are likely to cook and going to be soft faster than the caramel can melt. The only things I can suggest are to make a caramel sauce or pour liquid caramel onto the (sautéed or somehow else processed) apples. (Another option would be using a salamander or even a burner like the ones to make créme brulée but I don't think you have such an oven or burner.) Making the caramel more acidic may be an solution. I don't know if it lowers the melting point of the caramel. 
I've tried something similiar with sautéed peaches some months ago. I thought of some crispy, caramelly stuff. Same problem: peaches mushy, caramel still solid.