Dean brings up the dessert often, and he references the "apple pie life" throughout the series. Apple pie life translates to a normal life. You know, one without ghosts and demons and angels. Perhaps the association of pie with normalcy is why Dean loves it so, or because it makes him think of his mom, or maybe he just likes pie because it's delicious.
For fun and maybe because I'm desperately craving sugar, I've rounded up some of my favorite pie references over the years:
|"I read 'pie.' The rest is just 'blah, blah, blah." season 9, "I'm No Angel"|
"Love me some pie." season 2, "All Hell Breaks Loose: Part One", source
season 5, "Dead Men Don't Wear Plaid"
season 5, "Hammer of the Gods," source
season 4, "Are You There God? It's Me, Dean Winchester," source
season 1, "Scarecrow," source
h/t Supernatural Wiki for episode titles