If you mean spray with a pesticide, I am going to recommend against that. Pesticides tend to cause more problems that they temporarily solve. What happens over time is that pests that we try to remove with pesticides are artificially selected for individuals who are immune to the pesticide. That causes a huge problem for dealing with the pest problem.
Some research on the web will probably turn up some organic methods to solving your problem.
One that I can think of is to plant plants that will attract birds to your yard and the birds will eat the coddling moth.
Do a little research and find out what predators the moth has and then, try to attract these predators your your yard.
There is a bit of a push in organic circles right now to just release insects that are predators of various pests but, you have to be a little careful with this as you may be introducing a foreign species into the ecosystem. Basically, a little research goes a long way.
If worst comes to worst, it may not be feesible to grow an apple tree in your area but, that is a last resort measure.