Preheat the oven to 350°F (175°C).
In a bowl, whisk together the flour, baking soda, cinnamon, nutmeg, and salt.
In a separate bowl, cream the softened butter and brown sugar until light and fluffy.
Add the egg and vanilla extract to the butter mixture, mixing until well combined.
Gradually mix in the dry ingredients and apple cider until just combined.
Scoop tablespoon-sized balls of dough onto a lined baking sheet, spacing them two inches apart.
Bake in the preheated oven for 10-12 minutes, until the edges are firm but the centers are soft.
Remove from oven and let cool on the baking sheet for 5 minutes before transferring to a wire rack.
While the cookies cool, prepare the caramel filling by mixing confectioners' sugar and caramel sauce until smooth.
Once cooled, spread a generous amount of caramel filling on the underside of one cookie and sandwich it with another cookie.
Serve immediately or refrigerate for a firmer filling.