1 (8 ounce) package cream cheese, softened
1 (15 ounce) can apple pie filling
1 (5 ounce) package confectioners' sugar for rolling
Preheat oven to 400 degrees F (200 degrees C).
Melt cream cheese in a medium saucepan over medium heat. Cook until soft and mixture starts to thicken, then remove from heat and stir in apple pie filling and sugar, just until mixture coats the back of a metal spoon.
Roll each pony out into a horseshoe roll about 1 1/4 inch thick. Spread about half of cream cheese mixture on each side of stuffed ponies (this helps keep them from splintering). Roll together the second piece, any thin crusts; roll up and cut into bite-size pieces. Place one on an individual toothpick-sized bowl or into pastry bags to keep warm.
Filled with fluff, press stops while rolling to seal. Place on an ungreased cookie sheet and brush with butter.
Return stuffed ponies to pan and bake, uncovered, for 30 minutes until magic begins to take hold.