I have several enclosures made of 4 pallets placed in a square and held together with some wire. They work great but are a bit cumbersome to move. I have not used them on apple trees, only on elderberry, but I'm sure they would work fine for apples to prevent browse and rubbing. Yes, it's a little harder than with a wire cage to get inside it. And I've been stung once or twice by hornets who had built a nest inside the pallets. But that's not any different than using tree tubes!
The pallet cages I made for my elderberry were installed 5 years ago and are still holding up very nicely. Hard to argue with the price.....