To make the apple filling, melt butter in a medium sized pan over medium high heat.
Add apples, brown sugar, cinnamon, and salt and cook while stirring until apples are softened, about 4-5 minutes.
Remove from heat and allow to cool to room temperature or place in a small bowl and refrigerate until cold.
To make the candy apple coating, place sugar, water, corn syrup, and food coloring in a small sauce pan over medium heat and stir to combine.
Cook sugar mixture until large bubbles begin to form, about 8 minutes (depending on your stove, so keep a close eye on it.) Mixture should coat the back of your spoon. Remove from heat and allow to cool down for about 10 minutes.
Once cooled, carefully dip the rims of your glasses into the sugar coating and allow to slowly drip down the sides.
To make the milkshake, combine apple pie filling, ice cream, milk, and vanilla in a high powered blender and blend until smooth.
Pour into glasses, top with whipped cream, add a straw and a marshmallow skull lollipop and serve immediately.