1. Melt butter in cast iron or large, heavy saucepan.
2. In a medium bowl, mix together sugar, cornstarch, apple pie spice.
3. Add chopped apples to the mixture to coat the apples.
4. Pour coated apples into the hot skillet and cook down apples on medium-high for about 5-7 mins, until very tender.
5. Set aside and allow to cool about 10 mins.
6. Now make the batter. In a large bowl, combine flour, sugars, and spices.
7. In a medium bowl melt unsalted butter. Add milk, egg, vanilla, and apple pie filling to melted butter and mix.
8. Pour wet ingredients into a large bowl with dry ingredients.
9. Mix until just combined, careful not to over mix.
10. Fill in greased donut pan with a spoon or piping bag evening out dough.
11. Bake for 10-12 mins or until a toothpick comes out clean
12. Transfer the donuts to a cooling rack and allow to cool for about 5 minutes.
13, Prepare topping: In a small bowl mix together sugar and cinnamon.
14. Dip warm donuts on both sides into the cinnamon-sugar coating.
(If the coating is not sticking, brush each donut with a bit of melted butter and then coat).