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Start by coring the apples trying not to cut all the way through to the bottom. Remove all the tough center of the apple that you can. If you are making these in advance splash lemon juice inside the hole to keep it from browning.
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Sprinkle some cinnamon into each opening. Next fill each apple center with ¼ of the nuts, sugar, and butter.
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Cut four large sheets of foil and spray one side with cooking spray, then tightly wrap each apple in a sheet of foil. Bake either in the oven at 350 degrees or on the grill over indirect heat until tender. The top rack of the grill is the perfect place for your apples.