Preheat oven to 350F and grease your donut pan.
In a medium bowl, combine flour, sugar, baking powder, and salt.
In a small bowl, combine milk, egg, melted butter. Combine with dry ingredients and stir lightly till moistened- Do not overmix!
Fold in the mashed pie filling gently.
Pour batter into a freezer ziplock bag. Cut the corner and squeeze the batter into well-greased donut pans.
Bake for 10-12 minutes till donuts have risen and are golden. Allow cooling for 5 minutes before removing from pan.
Beat cream cheese, melted butter, vanilla extract, pie filling, lemon juice and zest till smooth. Add powdered sugar and beat till spreadable consistency.
Once completely cooled, frost donuts and serve!