Appuyé, used figuratively, means that something is done or expressed with insistence (it can even be slightly negative , meaning it does it too much).

Therefore, une oeuvre au symbolisme appuyé means "a work of art that resorts heavily to symbolism, in a very visible way*.

It is not specific to filmmaking or even to symbolism. You could say for instance:

Il a lancé un regard appuyé.

Il fait souvent des plaisanteries appuyées sur les femmes.

Il a rendu un hommage appuyé à son prédecesseur.