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When ready to cook, start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes). Set the temperature to 375 degrees F and preheat, lid closed, for 10 to 15 minutes.
In a medium bowl, mix the apples, sugar and cornstarch; set aside.
Unroll pie crust. Place in ungreased pie pan. With back of spoon, spread preserves evenly on crust. Arrange the apple slices in an even layer in the pie pan. Slightly fold crust over filling.
Place a baking sheet upside down on the grill grate to make an elevated surface. Put the pan with pie on top so it is elevated off grill. (This will help prevent the bottom from overcooking.)
Cook the pie for 30 to 40 minutes or until crust is golden brown, the filling is bubbly. Remove from grill; cool 10 minutes before serving. Enjoy!