Sprinkle gelatin over cold water in a small saucepan; let stand 1 minute. Cook over low heat, stirring until the gelatin dissolves.
Combine sugar and next 3 ingredients in a medium bowl, and beat at medium speed of a mixer until smooth. Gradually add milk, beating at low speed until smooth. Add gelatin mixture; beat until blended.
Spoon one heaping tablespoon of pie filling into each of 6 (6-ounce) stemmed glasses, and top with 1/2 cup cheese mixture. Cover and chill at least 3 hours.
Spoon one heaping tablespoon of pie filling onto each serving; reserve remaining pie filling for another use (store reserved pie filling in an air-tight container in refrigerator).