Preheat an oven to 350. Coat a shallow glass baking dish with nonstick cooking spray. Brush the apples with the lemon juice.
In a small bowl, mix together the chopped almonds, brown sugar, margarine, cinnamon, and vanilla. Spoon an equal amount of the mixture into the hollowed-out cores of each apple.
Using a sharp knife, cut the stacked filo sheets into quarters. Place an apple, base side down, onto the center of each stack and bring up the edges and tuck the ends into the hollowed-out core.
Place the wrapped apples, seam side down, in the prepared dish and brush with the egg white. Top with the sliced almonds and sprinkle with the sugar. Bake until the pastry is golden, 35-40 minutes.
To serve, divide among 4 individual dessert plates.
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