Preheat oven to 400°F / 205°C.
Peel and chop one apple and place in a small bowl. Add 1/4 tsp of cinnamon and stir to combine. Set aside.
In a large bowl stir together oats, cream cheese, milk, maple syrup, 3/4 tsp of cinnamon, and vanilla* to combine.
Cut off the top of the remaining 4 apples and hollow out until the apples have about 0.5-inch thickness. Spoon filling inside the apples and place on a baking sheet or in a baking pan and bake for about 18-20 minutes until the apples are soft but not mushy. Top with whipped cream, maple syrup, or chopped nuts, and serve immediately.
*First, cut off the straight end of the vanilla bean. Then place the tip of your sharp knife below the curled end and cut the vanilla bean through the middle of the bean lengthwise. Although you don't need to cut it all the way through, it's ok when you do so. Then open the vanilla bean and scrape out the flavorful seeds with the back of your knife. Just use the seeds.