Heat the cream and sugar with the vanilla bean and simmer it for approx. 10 minutes. Take the vanilla bean out of the sauce and discard.
Mix the cornstarch with a tiny bit of water, add to the sauce and allow the sauce to thicken. Place a piece of plastic wrap directly on top of the vanilla sauce while it cools to prevent skin from forming. Since this sauce is rather thin, it won't develop as much thick skin as pudding or custard, but this method will help avoid any skin formation. Keep the sauce in the fridge until you serve the dessert the following day.
Make the baked apples. Preheat oven to 350 degrees F.
Peel and core the apples and cut them in small pieces.
Put the apples in a pot, add just a tiny bit of water and boil the apples for approx.10 minutes (cooking time depends on the type of apples you use).
Add the sugar and stir until you reached the desired consistency.
Put apple mixture in a dish and cover it with a mixture of sugar, cinnamon and pour melted butter on top.
Place dish in oven and bake for approx. 30 minutes.