Step 1: Using a small melon baller, core the apples from the top. The idea is to remove the stem end and seeds, creating a cavity in the apple, but leave the bottom intact to hold in the filling. Place 1/2 tablespoon whipped cream cheese in the cavity of each apple. Top with 1/2 tablespoon apricot jam, 1/2 tablespoon brown sugar, and finally, 1/2 tablespoon of butter. The recipe can be prepared several hours ahead to this stage.
Step 2: Set up your grill for indirect grilling (rake the lit coals into two piles on opposite sides of the grill). Place a drip pan in the center.
Step 3: Arrange the apples in the center of the grill over the drip pan on grill rings, if using. Toss half the wood chips on each mound of coals and cover the grill. Adjust the vent holes to obtain a temperature of about 350 degrees.
Step 4: Smoke-roast the apples until tender (the sides will be squeezably soft) and the filling is browned and bubbling. Depending on your grill and the outside temperature, this will take about 1 to 1-1/2 hours.