The phrase "to make the filling" means to create the inside part of something, typically a food item, which is placed between the outer layers or coverings. Full definition
Place in the freezer while making the filling, or at least 30 minutes. (golubkakitchen.com)
First make the filling by placing all the ingredients into the bowl of a food processor and blending everything on a low speed until thoroughly combined. (deliaonline.com)
I haven't tried making the filling in a food processor, but I would suggest using a hand mixer if you have one. (adashofcompassion.com)