So my personal opinion I think you have a few options here:
Apple has an intense taste, so if you're going to use them, I'd try possibly puree'ing them or slicing them and adding them in a mesh bag to the keg/secondary. I think with some alcohol already present you may not need a hardcore sanitation. If you want to play it safe, you could gently pasteurize them by heating to 150 or so.
My personal choice would be when you think of Apple pie, you're not really thinking of the apples, more than likely its the spices. You may want to just try picking up some apple pie spice at the grocery store and adding that into the secondary or keg and see how that impacts the flavor on your beer.
I only suggest this because its the same with Pumpkin beers, people will complain that their pumpkin beer doesn't taste like 'pumpkin'. Well have you ever tasted plain pumpkin? People often associate 'pumpkin' with pumpkin pie. So adding in those pumpkin pie spices have that effect.
Either way its homebrewing, give an option a try and see what happens.