In a small saucepan over med-low heat, cook apples, brown sugar, cinnamon, and vanilla together, about 5 minutes. Once the apples have softened, take the mixture off the heat and allow to cool to room temperature, about 5-10 minutes.
Pour cake mix into a large bowl, and mix with canola oil and eggs. Add in apple mixture, and mix until combined. Batter will be thick.
Chill in the fridge for 15-20 minutes.
Preheat oven to 350 degrees.
Drop cookies by rounded Tablespoons onto a cookie sheet lined with parchment paper (for a smooth cookie surface when baked, make sure the cookie dough balls are smooth on top before placing in the oven).
Bake for about 10 minutes, or until cookies look set (barely golden brown, and do not look doughy in the centers). Whoopie pies are traditionally a soft-baked cookie with a cake-like texture, thus you don't want to over bake them.
Allow cookies to cool completely.
Cream butter and cream cheese together, until well combined, about 1-2 minutes. Add in vanilla and cinnamon. Mix. Add in powdered sugar, and mix until well combined.
With a spoon or a piping bag with a circular tip, add about 1 Tbsp (more or less, depending upon your preference) of filling to half of the cookies. Top with the other halves.
Enjoy!
For best results, store leftovers in the fridge.