01 - In a medium saucepan, combine water, unsalted butter, sugar, and salt. Bring the mixture to a boil over medium heat.
02 - Stir in vanilla extract and finely grated apple. Cook for 1 to 2 minutes until apple softens slightly.
03 - Reduce heat to low. Add flour, ground cinnamon, nutmeg, and cloves to the saucepan. Stir vigorously with a wooden spoon until the mixture forms a ball and pulls away from the saucepan sides, about 2 minutes.
04 - Remove saucepan from heat and let the dough cool for 5 minutes. Beat in eggs one at a time, mixing thoroughly after each addition until dough is smooth and glossy.
05 - Spoon the dough into a piping bag fitted with a large star tip.
06 - Pour vegetable oil into a deep frying pot and heat to 350°F.
07 - Pipe 5-inch churro strips directly into the hot oil, cutting each with scissors. Fry 4 to 5 strips per batch, turning occasionally, until golden brown, approximately 2 to 3 minutes.
08 - Remove churros using a slotted spoon, and drain on paper towels. While still warm, roll churros in spiced sugar coating until evenly coated.
09 - Combine sugar and water in a small saucepan. Cook over medium heat, without stirring, until the mixture turns deep amber, 5 to 7 minutes.
10 - Remove saucepan from heat and whisk in unsalted butter, followed by heavy cream, sea salt, and vanilla extract. Continue to stir until the sauce is smooth.
11 - Arrange warm churros with caramel sauce on the side for dipping and serve immediately.