They love a bit of fruit, wasps - if you leave apples going soggy on the ground this end of the year, they'll attract loads of them. Most likely there were small holes already from something like moth larvae, and the wasps are simply enlarging them.

Wasps are frequently opportunistic feeders on fruit than has been damaged by something else, but rarely chew their own holes.

Is there anything I can use to stop the larvae burrowing?

Depends what the cause of the damage to the apples is - could be codling moth, could be bird pecks, could be splitting because of irregular water supply, could be apple sawfly. You will need to cut open a damaged fruit to see what's inside - if its a long tunnel to the centre which is brown, that's most likely codling moth - you can buy a pheremone trap for these to be erected in early spring - if nothing else, it at least lets you know you need to spray.

Yes you are correct, I just cut one open and it has a brown tunnel to the centre. Is it easy to control?

As I said, pheremone trap - if you've only got one apple tree, it may be enough to prevent infestation - if you have more, you may have to spray with something containing permethrin, bifenthrin, fenitrothion or pirimiphos-methyl - apply early summer with a second treatment three weeks later.

Thanks for the advice Bamboo.