Preheat oven to 375 F.
In a medium-sized mixing bowl, mix flour, sugar, baking soda, baking powder, salt, and butter.
Mix in buttermilk and egg.
Mix in two cups of the cheese.
Turn out onto a board, form dough into a ball, knead it a couple of times, and press the ball flat.
Use a slotted spoon to remove the apples from the caramel and place them on top of the dough circle (you'll use the caramel later).
Fold the dough up and around the apples and form it back into a circle. You'll notice that the dough will get wetter (that's OK).
Place dough into a greased 8" skillet or pan.
Cover and bake for 60 minutes.
Brush 1/3 of the caramel that you scooped the apples out of over the top of the bread.
Cover again and bake for 30 minutes.
Brush the next 1/3 of the caramel over the top of the bread.
Cover again and bake for 15 minutes.
Brush the remaining caramel over the bread.
Uncover and bake for five minutes to let the top brown.
Remove from the oven and turn out onto a cooling rack.
While the bread is still piping hot, sprinkle shredded cheese over the bread. You can use as much or as little of the remaining cheese as you like. Keep in mind that you get to eat whatever is left over!
When cool, slice and eat!