If you're using granola you can skip this step. Spread the oats evenly onto a baking tray and bake at 400F/200C in a preheated oven for around 6 minutes, until they're crunchy and toasted - not burnt. Check on them every 2 minutes or so to make sure they're not burning. Leave the oats to cool to room temperature.
Dice the apple up into small chunks and toss in a saucepan with the cinnamon. Cook on a medium heat, stirring regularly until the apple has softened up and turned an amber colour. Place in the fridge to cool.
Now you're ready to assemble! Layer the Greek yoghurt, oats or granola, apple and caramel however you see fit and serve. These aren't make-ahead desserts - the oats or granola will go soggy quickly, so you really need to make these up just before you serve them.