Add the orange crème yogurt, marshmallow creme, softened cream cheese, and vanilla to a medium bowl. Blend with a handheld mixer until thoroughly combined.

Cut the apple into quarters, remove the core piece, and cut the quarters into smaller slices.

Spread about 2 tsp peanut butter onto each apple slice. Place a row of mini marshmallows across one slice.

Sandwich the slices together, press gently until they adhere, and serve immediately with the optional fruit dip.