In a food processor, crush the nilla wafers into a fine dust. Alternatively, add the cookies to a bag and crush with a rolling pin or heavy object.
In a small bowl, add the crushed nilla wafers and apple butter. Mix together until combined.
Using approximately ½ Tbsp, form balls of the apple butter filling. If using the caramels, add a caramel to the center before rolling the ball. Set aside.
In a microwave-safe bowl, add the candy coating. Microwave on 20 second increments until melted. If melted but too thick, add ½ tsp. of vegetable shortening and mix until combined.
Drop each truffle into the coating, and lift out with a fork. Lay on parchment paper. Allow to dry and trim the bottoms with a knife if you want to make them neater.