Let cream cheese, shredded cheese, and butter stand at room temperature for 30 minutes. Add milk and steak sauce; beat until fluffy. Cover and chill for 4 to 24 hours.
Shape about 2 tablespoons of the mixture into an oval body. Shape 2 rounded teaspoons into a ball for the head. Press the shapes together.
Cut 6 thin apple slices in assorted sizes for wings and press into sides of the body. Push 2 cashews into the body for feet and 1 cashew into the head for the beak. Cover the body with almond slices. Add caper eyes, almond slices and a sprig of parsley at the top of the head, and a breadstick for the tree branch.