Preheat the oven to 375°F. Lightly grease a baking dish. In a large bowl, whisk together the gluten-free flour, baking powder, sea salt, and cinnamon. Cut in the cold butter until the mixture resembles coarse crumbs.
Stir in the Greek yogurt, egg, maple syrup, applesauce, and vanilla until a soft dough forms. In a small bowl, combine the chopped pecans, oats, coconut sugar, cinnamon, and nutmeg. Fill the center of each apple half with the filling mixture.
Divide the dough into 6 portions and gently roll each into a circle large enough to wrap around an apple half.
Place an apple in the center of each dough circle and wrap the dough around it, sealing the edges underneath.
Arrange the dumplings in the prepared baking dish.
Bake for 30 to 35 minutes until the pastry is golden and the apples are tender.
While the dumplings bake, whisk together the maple syrup, almond butter, almond milk, vanilla, and sea salt in a small saucepan over low heat until smooth.
Drizzle the warm caramel sauce over each dumpling before serving.
Add a scoop of vanilla ice cream, if desired, and garnish with chopped pecans and a sprinkle of cinnamon.