Peel and core apples. Place in lemon water to prevent browning.
In a pan large enough to hold all the apples, mix sugar, lemon juice, and enough water to cover the apples. Cook apples on medium heat until tender but still firm, about 10-15 minutes.
Carefully remove apples from the water and leave them on a rack to cool, reserving the poaching liquid.
Mix ground walnuts, cinnamon, and vanilla with hot milk until smooth. Fill the cooled apples with this mixture.
Serve chilled or at room temperature. Pour reserved poaching liquid over the apples and top with whipped cream. Garnish with brandied or candied cherries.