Preheat oven to 350°F. Mix apple pie filling, brown sugar, butter, cinnamon and vanilla in medium bowl. Spread 1/2 of the apple mixture in 2-quart shallow baking dish.
Cut each biscuit into quarters. Arrange biscuit pieces, points up, over apple mixture. Spread remaining apple mixture over biscuits. Sprinkle with nuts.
Bake 35 to 40 minutes or until golden brown. Let stand 5 minutes before serving.