Mix together cake mix, applesauce, eggs, milk, and vanilla. Batter will be thick. Pour into prepared pan and bake for 28-32 minutes or until cake springs back when lightly touched. Remove from oven and cool completely.
FROSTING: Place butter in a large mixing bowl. Beat until light and fluffy, about 30 seconds. Add sugar, 3 tablespoons milk (or cream), and vanilla. Beat frosting, starting on slow and increasing your speed until frosting is nice and creamy. Stir in cinnamon. Add 1 or more tablespoons of milk (or cream) if frosting is too thick.
TO MAKE CAKEBALLS: Crumble cooled cake into large bowl. With the back of a spoon, mix together cake crumbles, frosting and 1/2 cup apple pie filling, until a thick dough consistency forms. Shape into evenly sized cake balls and cool 1-2 hours in the fridge or 20 minutes in the freezer. I use a small cookie scoop for the balls and roll in my hands to get them even. Once the balls have chilled, dip into white or dark melting chocolate. You can use chocolate, almond bark, or I prefer, Wilton candy melts for coating.