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Begin by making the filling.
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Set a large saute pan or roasting pan over medium heat and add butter.
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Peel and cut cheeks off apples then cut into 1/2-inch chunks.
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Once butter has melted and just starting to foam, add apples, scraped vanilla bean and pod, lemon juice, and brown sugar and cinnamon.
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Toss to coat well and cook for 20 to 25 minutes until apples are just tender and liquid has evaporated.
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The sauce will caramelize slightly and should be a nice, rich dark color.
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In a shallow dish, make the batter by combining eggs, milk, sugar, and cinnamon.
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Stir with a whisk until fully combined.
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Preheat oven to 375 degrees F and generously butter and sugar 4 (1-cup) ramekins.
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Invert a ramekin, or use a round cutter, on half of the bread slices to use as a guide to cut out circles.
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These will be the bases and top of the charlottes - you should have 8 in total.
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Cut the other slices of bread in half lengthwise.
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Working with the circles.
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lightly coat in the batter and place in the bottom of each ramekin.
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Lightly dip the other rectangles of bread in batter as well, then use them to line the walls of each ramekin - standing them upright around the perimeter leaving an overhang that you will later use to fold over and seal the charlotte.
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It should take about 6 strips per ramekin.
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Fill each mold with apples and some of the caramel from the pan.
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Fold over the edges to seal it up completely and sprinkle the tops with a little sugar.
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Bake in the center of the oven for 20 to 25 minutes.
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If the tops brown too quickly, cover loosely with foil.
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When done, the bread will have puffed up slightly, the edges will be brown and the sugar on top will have caramelized.
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Allow to cool slightly, then run a knife around the edges and invert onto individual plates.
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Serve with cinnamon sabayon.
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To make sabayon, combine ingredients in a large mixing bowl and set over a pot of boiling water on low heat, i.e.
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a double boiler.
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Whisk (you can use an electric whisk to make it easier) until the mixture becomes light and fluffy and the volume almost doubles.
