Preheat oven to 350 degrees. With a spoon, mix cake mix, butter and egg together. Press dough into a lightly greased 9 x 13 pan. Bake 14 - 18 minutes or until light golden brown around edges. With a spoon, remove air pockets by pushing down evenly over entire hot crust. Allow crust to cool completely.
Beat cream cheese and powdered sugar together. Gradually beat in milk and pudding mix until smooth. Allow mixture to thicken in refrigerator 5 minutes. Gently fold whipped topping into mixture with a spatula. spread over cooled crust. Spoon pie filling evenly over top. Chill at least 2 hours before serving. Store in refrigerator.