An apparatus (20) comprises a heated die wheel (22) having a circumferential groove (25), and a series of circumferentially spaced bending, punching and hammering units (28 - 30) disposed along the periphery of the die wheel (22) and having respective working heads (41a, 54, 71) projectable into the groove (25) to deform a filament (a) of thermoplastic material into a row of continuous zigzag coupling elements (g). Each of the working heads (41a, 54, 71) is movable in a direction parallel to the axis of the die wheel (22) in agreement with the lateral oscillation of the groove (25) when the die wheel (22) is rotated.