Start by making the whipped cream: pour the chilled heavy cream into a mixing bowl, add sugar, and beat with an electric mixer until soft peaks form, about 3-4 minutes.
Gently fold in the Greek yogurt and vanilla pudding into the whipped cream until smooth and well combined.
In a bowl, combine crushed digestive cookies with melted butter, mixing until the crumbs are evenly coated and sticky.
Spoon a layer of cookie mixture into the bottom of each glass, pressing down lightly to create a firm base.
Add a generous layer of the whipped mixture over the cookie base, smoothing the top with a spoon or spatula.
Pour a thin layer of cooled caramel sauce over the whipped layer, allowing it to drip slightly for a caramel streak effect.
Repeat the layers: add more cookie mixture, then whipped cream, and finish with a caramel drizzle on top.
Decorate the final layer with colorful sprinkles that mimic the iconic candy corn colors for a festive touch.
Chill the parfaits in the refrigerator for at least 15 minutes so flavors meld and the layers set.
When ready to serve, give them a final sprinkle of colorful decorations, and enjoy the vibrant, creamy layers with crisp cookie bits.