If the apple trees are dormant, which they certainly should be at this time of year, then technically they can be pruned even in sub-freezing temperatures. They are hardy in much colder climates, however this relatively mild winter may have prevented them from properly acclimating to cold. So, to be on the safe side, you might want to wait until later in the winter when there is less chance of a deep freeze. Subjecting freshly-pruned tissues to sudden very cold weather could cause some damage – and I have seem some hints that we could get even colder weather coming up (if the polar incursion that is affecting so much of the rest of the country breaks through into our area).
https://extension.oregonstate.edu/news/apple-trees-benefit-proper-pruning
Here’s a good article discussing the effects of extreme and/or sudden cold on fruit trees.
https://extension.psu.edu/tree-fruit-cold-hardiness-pruning-effects