Make the dough in your bread machine as per manufacturer's instructions.
For the filling: Cut the apple into small pieces. Add apples to a small pan and cook until they start to soften (around 5 minutes). Remove from the heat and allow to cool for a while then stir into the dulce de leche.
On a baking tray lined with baking paper, plop around a tablespoon of the mixture on to the tray and repeat until you have 8. Place in the freezer until hard.
Pre-heat the oven to 200ºC (400ºF). Take the ready dough out of the machine (it is on the sticky side so add a bit of flour to your surface to make it easier to work with). Divide into eight balls.
Roll (or flatten) the balls out a little, place one bit of the frozen apple/caramel in the centre and pull the dough up over the sides until it is covered. Roll the dough gently until you have a fairly round shape (this bit is a little fiddly).
Place on a baking tray, cover and let rest for about 15 minutes. Bake for around 15-18 minutes until the tops are very firm to the touch and golden brown. Allow to cool for a while and then serve warm sprinkled with icing sugar. Enjoy!