Preheated oven to 350 degrees. Spray a 9x5x2 loaf pan with non-stick cooking spray.
Open biscuit can and work with 2 biscuits at a time. Split the biscuits in half. Working with the 4 halves flatten each dough out to double it's size. (you can use the bottom of a glass or use your fingertips.) Brush melted butter on each dough round. Add 1 TBS apple pie filling and spread evenly. Place 1 TBS of walnuts into the apple pie filling carefully. Sprinkle with brown sugar lightly.
After all four dough rounds are filled, carefully stack them together and place sideways into prepared loaf pan. (Place the bottom of the stack against the short side of loaf pan. Make sure the loaf pan is tilted somewhat to keep the rounds level.)
Continue with the other biscuits until pan is filled with 16 layers. Brush remaining butter onto the biscuit top edges. Place into preheated oven for 20-25 minutes until golden brown. Place tin foil over pan tightly and cook an additional 20 minutes to finish cooking the inside of biscuits.
Allow to cool in pan for 10 minutes. At this time make the icing by whisking together powdered sugar, vanilla, and milk until smooth. Using a spatula loosen up the loaf from the pan. Place a plate or serving platter over the loaf pan and tilt to remove loaf. Then carefully flip over the loaf. Drizzle icing all over the pull apart loaf.