Prepare the choux pastry dough according to the referenced choux pastry recipe and allow it to cool slightly so it is pipeable but not hot.
Fit a piping bag with a 1A (about 1/2 inch) or similar round tip and transfer the choux dough to the bag.
Pipe rounds of dough about 2 tablespoons each onto a parchment-lined baking sheet, spacing them evenly.
Bake on the middle oven rack at 400°F (204°C) for 30 to 35 minutes, or until the puffs are browned and firm on the outside.
Remove the baked profiteroles and let them cool to room temperature on a wire rack.
Slice each profiterole in half horizontally, keeping the bottom slightly thinner than the top.
Place the bottom halves on a tray and fill each with about 3 tablespoons of filling: use Bavarian cream or a scoop of vanilla ice cream, applied with a small scoop or a piping bag fitted with a decorative tip (e.g., #357).
Warm the caramel or chocolate sauce until pourable but not hot, then dip the top halves into the warm sauce to coat.
Place the coated top halves onto the filled bottoms to assemble each profiterole.
Serve assembled profiteroles immediately, or freeze them assembled if desired; alternatively store filled profiteroles in the refrigerator until serving.