You can make a cooked apple pie filling the day before, definitely. It's actually a good idea to make it ahead by a little bit because it needs to be cool before you put it into the crust! But if you're making an uncooked filling (just tossing apple with sugar, spices, thickener, etc.) it will leech a lot of juices while it sits overnight. The sugar is hygroscopic and draws moisture out - you'll end up with a lot of apply-water by morning! But if you're pre-cooking, you're good to go!
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