The best kind would be an apple that is a little bit tart when raw...Red Delicious apples are great for eating raw, but a little more tart one (like Gala, Granny Smith, or other apple that is good in a pie or cobbler) would work great for this.
It does not "have" to be covered, but you can cover it. The best thing to do is to make sure and check it so you do not overcook it and dry it out.

Other than that, you can find sugar free fudgesicles and creamsicles, or snack on a few tootsie rolls....low in fat and calories.