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Crush the biscuits into large crumbs and divide between 4 ramekins or small glasses.
In a bowl, beat the cheese with the sugar and vanilla then add 4 tbsp of the sauce and beat until mostly incorporated but still streaked slightly. Carefully spoon over the biscuits and smooth the top.
Spoon the rest of the caramel over the top and use a teaspoon to swirl the top of the cheese layer with the caramel. Set in the fridge for at least 2 hours but up to 2 days before serving.