Wash and thoroughly dry apples; insert a wooden stick into each. Place on a waxed paper lined baking sheet; chill. Place cookie crumbs in a shallow dish; set aside.
In a heavy 3-quart saucepan, combine butter, brown sugar, milk and corn syrup; bring to a boil over medium-high heat. Cook and stir until mixture reaches 248 degrees (firm-ball stage) on a candy thermometer, about 30-40 minutes. Remove from the heat; stir in vanilla.
Dip each apple into hot caramel mixture to completely coat, then dip the bottom in cookie crumbs, pressing lightly to adhere. Return to baking sheet to cool.
In a microwave, melt candy coating; stir until smooth. Transfer to a small bag; cut a small hole in a corner of bag; drizzle coating over apples. Decorate with sprinkles.