Heat oven to 350°F. Grease 15x10x1-inch pan with shortening. In large bowl with electric mixer, beat base and topping ingredients on low speed until crumbly. Press half of mixture (about 2 1/2 cups) in pan to form base; reserve remaining mixture for topping. Bake 8 minutes.
Meanwhile, in 1-quart saucepan, mix caramel topping and 1/2 cup flour until well blended. Heat to boiling over medium heat, stirring constantly. Boil 3 to 5 minutes, stirring constantly, until mixture thickens slightly.
Remove partially baked base from oven. Sprinkle with apples and walnuts. Pour caramel mixture evenly over top. Sprinkle with reserved topping mixture.
Return to oven; bake 20 to 25 minutes longer or until golden brown. Cool on wire rack 30 minutes. Refrigerate until set, about 30 minutes. Cut into 8 rows by 6 rows.