Slice the baked dinner rolls in half. Using a fork, remove some of the inside of the roll to create a well for the filling. Fill the roll with ½ of the pudding from a snack-size cup into the well and replace the top. Stir together the sliced almonds and caramel ice cream topping in a small dish.
Just before serving, place the custard filled roll onto a serving plate and top with the caramel topping and sliced almonds.