Preheat the oven to 180'C.
Prepare the apple filling: zest the oranges and lemons. Mix together with the rest of the filling ingredients.
Cut the apple in half across the circumference. Scoop out the pips and some of the flesh with a spoon or melon baller. Place the filling into this cavity. Sandwich the apple back together and transfer the apples to the oven and bake for 20-25 minutes.
For the vanilla custard: split the vanilla pod in half and scrape out the seeds with the back of a knife. Whisk together the egg yolks, sugar and corn flour. Add the vanilla pod and seed to the milk, bring to the boil. Once boiling, add the milk to the egg mixture and mix well. Return to the pan and boil until thick - the mixture is ready when it coats the back of a spoon.
Serve the baked apples with the vanilla custard.
«This apple dish can be prepared in advance and cooked when you are ready to serve.»