Preheat your oven to 350°F. Butter a 2-quart or 9x9-inch baking dish generously with butter or nonstick spray and set aside.
Separate the crescent roll dough into 8 individual triangles. Place 2 apple wedges at the wide end of each triangle and roll it up snugly toward the pointed tip, tucking the sides in as you go and pinch the seams so the apple wedges are fully wrapped. Arrange the wrapped dumplings in the prepared baking dish in two even rows of four.
In a medium saucepan over medium heat, melt the butter. Add the sugar, cinnamon, and nutmeg and stir until combined. The mixture will be thick and grainy. Remove from the heat and stir in the vanilla.
Pour the butter and sugar mixture evenly over all the dumplings, making sure every one is coated. Slowly pour the soda around the edges and in between the dumplings. Do not pour it directly on top.
Bake for 35 to 40 minutes until the dumplings are deep golden brown on top and the sauce is bubbling up around the sides.
Allow to cool for 10 minutes before serving. Spoon the caramel sauce from the bottom of the pan generously over each dumpling when plating. Serve warm with a scoop of vanilla ice cream, dollop of whipped cream, or salted caramel, if desired.