Preheat your pellet grill to 350°F. Use a mild wood pellet, such as apple or cherry.
Combine the sliced apples, sugar, bourbon, flour, cinnamon, lemon juice, salt, and vanilla in a large bowl. Stir to coat the apples evenly. Let the mixture sit for about 10 minutes.
Mix the oats, flour, brown sugar, cinnamon, and salt in a separate bowl.
Add the cold butter to the dry ingredients. Use a pastry cutter or your hands to combine butter with the dry ingredients until the mixture resembles coarse crumbs.
Spread the apple mixture evenly in a cast-iron skillet or a grill-safe baking dish.
Top the apples with the crumble mixture, making sure to cover them completely.
Place the skillet on the preheated pellet grill. If you're not using a pellet grill, place the skillet over indirect heat source.
Close the lid and cook for 40-45 minutes, or until the topping is golden brown and the apples are tender and bubbly.
Serve:
Remove the crumble from the grill and let it cool slightly before serving.
Serve with a scoop of vanilla ice cream and warm caramel topping.