Using a pizza cutter or sharp knife, cut each side into strips about 1-inch wide down each side, leaving the center third of the dough uncut.
Spread the apple filling down the middle third of the dough. Fold strips of dough into the center, crisscrossing the filling by alternating strips from each side. Lightly press ends to seal, and straighten out the braid with your hands, if necessary, to straighten.
Bake the braid in the oven for 25 minutes, or until golden brown. Remove from the oven and let the braid cool for several minutes.