Heat the honey in a pan over medium heat and roast the pecans in the honey. Pour the honey-roasted pecan mixture over the diced apples in a bowl, add the corn starch, and mix to combine.
Line a 10-inch donut cake pan or round tube pan with the puff pastry strips so that they slightly overlap. Brush a little bit of water over the overlapping sides so that they stick better.
Combine the cocoa powder and 1/2 cup melted butter and brush the chocolate sauce over the puff pastry strips inside the pan.
Spoon half of the apple pecan filling into the pan, press the soft caramels into the filling, and top with the rest of the apple pecan filling.
Dunk the ladyfingers in apple juice and arrange them around the pan on top of the apple pecan filling.
Fold the puff pastry strips over the ladyfingers and carefully flip the caramel apple donut ring over onto a round cake pan so that the folded puff pastry strips are on the bottom. Brush 1/2 cup melted butter over the puff pastry and refrigerate for 1 hour.
Transfer the cake pan to a preheated oven and cook at 375°F for 1 hour 30 minutes.
In the meantime, prepare the vanilla sauce: Add the applesauce, cream cheese, and scraped vanilla bean to a tall container, puree the ingredients with an immersion blender, and refrigerate for at least 1 hour.
Remove the caramel apple donut ring from the oven, let cool for 30 minutes, and then pour the vanilla sauce into the hole in the center. Sprinkle cinnamon sugar over the caramel apple donut ring and garnish the vanilla sauce with toasted sliced almonds.