Line a baking sheet with parchment paper. Break or chop the apples in the filling into bite-size pieces. Scoop heaping tablespoons of the filling onto the lined baking sheet. Place in the freezer until completely frozen, about 1 hour.
Preheat the oven to 350 degrees F and line a baking sheet with parchment paper.
Prepare the cookie mix according to package instructions and chill in the fridge about 10 minutes.
Remove the pie filling from the freezer. Slightly dampen hands with cool water and wrap each mound of frozen filling in 2 tablespoons of cookie dough, making sure to completely enclose the filling. Place the cookies on the lined baking sheet spaced about 2 1/2 inches apart, and freeze 15 minutes.
Bake the cookies until the edges are golden brown and crispy and the centers still look soft, about 18 minutes. Allow the cookies to cool on the baking sheet for 2 minutes before moving to a plate, then serve immediately.