Preheat oven to 375 degrees. Using a slotted spoon, remove 1 cup apples from pie filling. Save remaining pie filling for another use. Finely chop apples in a blender or food processor.
In a large bowl, cream butter, 1/4 cup granulated sugar and brown sugar until fluffy. Add egg and vanilla; beat until smooth. Add chopped apples to creamed mixture; stir until well blended.
In a medium bowl, sift together next 3 ingredients and 1/2 teaspoon cinnamon. Add dry ingredients to creamed mixture; stir until a soft dough forms. Fold in walnuts.
In a small bowl, combine remaining 1/4 cup granulated sugar and 1/2 teaspoon cinnamon; stir until well blended. Drop dough by heaping teaspoonfuls 2 inches apart onto a greased baking sheet. Sprinkle with sugar mixture. Bake 10 to 12 minutes or until edges are light brown. Transfer to a wire rack to cool completely. Store in an airtight container.
Makes About 3 1/2 dozen cookies.