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Make the flavoured butter the day before, and pack into a small container, ready to assemble the apple parcel.
Halve the apples (I like to leave the core in). Lay them out over a double thickness sheet of foil that will be large enough to encase the apples when you put them in the fire.
Place the butter in a bowl. Scrape the vanilla seeds from the pod and add to the butter along with the sugar and lemon zest and mix well. Dot a little of this sweet vanilla butter over the top of each apple. Top with the sprigs of thyme and throw in the split vanilla pod for good measure.
Fold the foil over the apples to create a sealed parcel. Set the parcel in the hot embers of the fire and cook for 20-40 minutes or until the apples are tender to the point of a knife. Rotate the parcel occasionally to ensure the apples are cooking evenly. Alternatively, cook in the oven at 240°C, fan 220°C, gas 9.
When the apples are cooked, serve them hot with cream and all the juices.