In a large bowl, whisk together the vanilla pudding mix and milk until smooth. Let it sit for a few minutes until it thickens.
In another bowl, whip the heavy cream until stiff peaks form. Gently fold this into the pudding until fully combined.
In a 9×13 baking dish, arrange half of the eclair shells on the bottom. Spread half of the whipped cream mixture over the shells, and then layer half of the diced apples followed by half of the caramel sauce.
Add a second layer of eclairs, followed by the remaining cream mixture, apples, and top it off with the rest of the caramel sauce.
Cover the dish with plastic wrap and refrigerate for at least 4 hours, but overnight is best for optimal flavor.
Before serving, consider drizzling extra caramel sauce and a sprinkle of crushed nuts on top for added flair!