Whisk together vanilla pudding mix and milk. Fold in whipped topping until completely combined.
Chop apples and Twix bars into bite-sized pieces; reserve a handful of the Twix pieces for garnish, if desired. Fold apples, twix, pineapple and marshmallows gently into the pudding mixture.
Refrigerate for 2 hours. Drizzle with caramel sauce and remaining Twix pieces before serving.