Preheat oven to 350 degrees F (175 degrees C). Grease a 9x13-inch baking pan with shortening.

Mix graham cracker crumbs and butter together in a bowl. Press over the bottom of the prepared pan.

Pour sweetened condensed milk evenly over crumb mixture. Layer cashews, apple, and caramel pieces evenly on top; press down with a fork.

Bake in the preheated oven until lightly browned, about 30 minutes. Loosen from the sides of the pan while warm. Let cool before cutting into diamonds or squares.