Mexican chocolate is a solid disk of bittersweet chocolate flavored with cinnamon. It's commonly labeled "hot chocolate" or "drink mix" and is available at most major supermarkets.
Preheat oven to 400 degrees. Halve each apple lengthwise. Using a melon baller or grapefruit spoon, scoop out seeds, forming a small crater in center of each half.
Fill each crater with 1 marshmallow quarter and 1/4 of the chocolate. Cut 2 tablespoons butter into small pieces, and divide among apples, placing over chocolate.
Place water and remaining 2 tablespoons butter in a baking dish. Place filled apples in dish. Bake until a paring knife inserted into apples meets no resistance, 20 to 30 minutes.
Set oven to broil. Top each apple half with 2 marshmallow halves. Broil until golden brown. Drizzle with juices.
Cooking times for different types of apples vary; begin checking for doneness after 20 minutes.