Heat oven 425F. Line a sheet pan with a single layer of paper towels. Line a second sheet pan with parchment paper.
In small bowl, mix sugar, cinnamon and cayenne pepper; set aside.
In a deep skillet, bring 4 cups of water to a low boil. Add baking soda to water stirring until dissolved.
Working with 1 egg roll wrapper at a time, submerge wrapper in simmering water. Cook for 20 to 25 seconds.
Using a slotted spoon, lift wrapper from skillet letting excess water drain back into skillet. Lay wrapper flat on paper towel lined surface.
Leaving ½-inch edge on all sides, brush wrapper lightly with ghee.
Sprinkle evenly with a heaping teaspoon of sugar mixture.
Sprinkle 2 generous tablespoons of apples evenly on top.
Starting at 1 corner point, roll wrapper tightly, jelly-roll style, to opposite point. Fold sides under to seal and place on baking sheet.
Brush lightly with ghee and sprinkle with finishing salt.
Repeat with remaining wrappers to make 12 pretzels.
Bake 10 minutes or until brown like a pretzel.
Serve warm with caramel for dipping.
Notes
For a savory pretzel stick, try filling the egg roll pretzel dough with a cheese stick or a hotdog in place of the spiced apple filling *Ghee also known as clarified butter has a high smoke point and tolerates baking at 425F without burning