There are a number of insects that love our apples. You are wise to ask what insecticide to use and when to use it. Each insect, unfortunately, must be dealt with differently and often at different times. Rather than list everything here, I've included two URLs from U of M Extension that cover them all. These references have photos so that you can more easily identify the culprit(s). You will also find reference to possible diseases.
Personally, I have found the mentioned sticky traps very useful on my tree. They are easy to use and cut down the need for insecticide. I also set up a treatment schedule which goes on my calendar each year. That made the task much easier.
Do follow directions carefully in any insecticide use.
Wishing you a great apple harvest!