Ian Holloway's departure to Crystal Palace was confirmed hours before a rudderless Pool went down 4-1 at Derby 12 days ago.
A midweek victory over Sheffield Wednesday under caretaker manager Steve Thompson followed before Appleton was installed ahead of last Saturday's 2-2 draw with Bolton, and Baptiste insists the former Portsmouth boss has already made his mark.
"Obviously the Friday and the Saturday weren't the best," the 26-year-old said when discussing Holloway's departure. "It happened on the Friday night, we had a difficult game against Derby (on Saturday) and we didn't know until 12 o'clock Saturday.
"Monday was just business as usual, the assistant took over. We did a training session on Monday, had a great result on Tuesday and then the gaffer comes in on Thursday.
"Obviously it's a bit like you don't know what's happening, but over the last week the gaffer has brought a lot of structure to the club and his ideas are different class. You can tell why he's one of the brightest English managers coming through."