Please, do I need an article before _apple pie_?
Megan showed me the way she made _ apple pie.
Something tells me I don’t. Am I right?
Yes, it's correct that you wouldn't use "the" there, as you're not actually speaking of some particular applie pie that has already been introduced or is already otherwise known. (Of course, the use of articles often differs between English and, say, German and the Romance languages, so just because you would use a particular article in another language does not mean that you would use its analogue in a similar case in English.)
Neither should I use _a_, should I?
Megan showed me the way she made an apple pie.
What I meant is that it is grammatical (and probably preferred) that one use "Megan showed me the way she made apple pie", without "an" or "the", here. Using "an" here would probably not be favored because it actually indicates that that being made is some particular apple pie rather than apple pie in general, but it is not ungrammatical either (and *can* be used in the latter capacity in everyday speech even though it has the former literal meaning).
the apple pie = specific apple pie
an apple pie = an unspecific, single apple pie
(no article) apple pie = apple pie in general
Thank you, it's clear now.