Combine brown sugar and water in a 9-in. square baking dish. Peel the top half of each apple; brush with lemon juice.
Place in the baking dish. Fill each with three caramels. Bake at 350° for 60-65 minutes or until apples are tender, basting every 20 minutes.
Carefully lift apples, allowing any caramel in centers to drip into pan, and place in individual dessert dishes. Pour sauce into a small saucepan; add cream. Cook and stir over medium-low heat until sauce is smooth and thick. Spoon over apples; serve immediately.