Preheat the oven to 375° and lightly spray a baking sheet with non-stick cooking spray. Set aside.
In a medium saucepan, over medium heat, add diced apples, water, sugar, cornstarch, lemon juice and cinnamon. Stir frequently until the sauce has thickened. Remove from heat and let cool.
In a medium bowl, beat cream cheese, sugar, lemon juice and vanilla together until smooth.
Roll out dough on a lightly floured surface.
Spread cream cheese mixture over dough in an even layer half inch from the edges.
Spoon the apple mixture and chopped pecans over the cream cheese mixture and tightly roll up.
Slice crescent dough approximately 1-inch thick and place on the prepared baking sheet. Reshape if needed.
Place the rolls on the prepared baking sheet and bake for 10-12 minutes until golden.
Remove from the oven and let cool.
Top each crescent roll with caramel sauce.