Preheat oven to 350 degrees F (175 degrees C). Line 2 baking sheets with parchment paper.
Beat butter, cream cheese, and vanilla extract together in a large bowl until smooth. Add flour, 5 teaspoons sugar, baking powder, and 1 teaspoon cinnamon; mix until dough comes together.
Roll dough into a 1/4-inch thick round on a floured work surface. Cut out 48 circles with a cookie cutter.
Top 24 dough circles with a teaspoon of apple pie filling. Cover with remaining 24 dough circles. Crimp edges with a fork to seal. Arrange cookies on lined baking sheets.
Bake in the preheated oven until cookies are golden brown, 23 to 29 minutes. Cool for 5 minutes.
Mix 2 tablespoons sugar and 1 teaspoon cinnamon together in a shallow bowl. Roll warm cookies in sugar and cinnamon mixture until coated. Transfer to a wire rack to cool, about 10 minutes.