In a large saucepan, combine the apples, brown sugar, cornstarch, cinnamon, salt, and water. Place over medium high heat and cook until the apples have softened, which should take about 12-15 minutes. Let the filling cool, then puree it in a blender until smooth.
Place the ice cream or gelato into a blender, and add 2 tbsp of apple pie filling and the milk. If you plan to make more than one milkshake, keep in mind you want 2 tbsp of apple pie filling puree and 1 tbsp of milk for every cup of ice cream. Blend until smooth, then serve with a caramel drizzle on top. Enjoy!