Preheat the oven to 350 degrees F (175 degrees C). Grease a 9x13 inch baking dish.
Cut each apple into 8 wedges and set aside. Separate the crescent roll dough into triangles. Roll each apple wedge in crescent roll dough starting at the smallest end. Pinch to seal and place in the baking dish.
Melt butter in a small saucepan and stir in the sugar vanilla and cinnamon. Continue heating butter and sugar until sugar disolves and and begins to boil. Pour over the apple dumplings. Pour Mountain Dew(TM) over the dumplings.
Bake for 35 to 45 minutes in the preheated oven, or until golden brown.