1. Heat oven to 425 degrees with rack in center. Core the apples. Using a vegetable peeler, remove half an inch of skin around the top of each apple; reserve peelings. Brush lemon juice inside and around top of each apple to prevent browning. Arrange apples in a 9 by 12 3/4 by 2 1/2-inch roasting pan. Mince the lemon zest, and divide evenly among the apple cavities. Cut the vanilla bean crosswise into six even pieces. Split one small piece lengthwise; scrape out the seeds, and place seeds and split bean into an apple. Repeat for each apple. Divide the cinnamon and brown sugar evenly among the apples. Pour the cider into the pan, and arrange the reserved peelings around the apples.

2. Cook 20 minutes. Remove peelings, and set aside. Baste apples, and continue cooking 15 to 20 minutes more. Insert a knife into base of one apple to see if still firm. (If soft when pierced, transfer apples to a platter, and proceed to step 3.) Baste apples again. If the cider has almost evaporated, add enough fresh cider to cover the bottom of the pan. Continue to cook apples until soft when pierced with a knife, 10 to 20 minutes more. Transfer to a serving platter.

3. Place pan with remaining cider over high heat on stovetop. Cook until the liquid is reduced to a syrupy glaze, 4 to 6 minutes. Garnish each apple with glaze and the reserved peelings, and serve.