Preheat oven to 400 F.
Cut thawed pastry sheet into 9 even squares.
Place evenly apart on a parchment lined baking sheet.
In a small bowl, wisk together egg and water to make egg wash.
Brush egg wash over the pastry dough.
Sprinkle with sugar.
Bake for about 10 minutes until dough is puffed up and golden.
Then prepare cream filling by beating heavy cream, mascarpone, confectioners' sugar, and vanilla pudding mix together until still and fluffy.
Once pastries have cooled, gently pull apart the tops and bottoms of them.
Pipe cream onto the bottom half of each pastry.
Spoon Caramel Apple Pie Dip onto each cream topped pastry.
Place the top half of the pastry on top of the cream and dip.
Drizzle the top of each napoleon with caramel sauce.