Step 1: Preheat your oven to 375°F (190°C). Lightly grease a baking dish that is just large enough to hold your apples snugly.
Step 2: Wash the apples thoroughly. Using an apple corer or a small paring knife, carefully remove the core from each apple, leaving about a 1/2-inch border at the bottom to create a 'cup' for the filling.
Step 3: If desired, you can peel the top third of each apple to allow the skin to soften and brown nicely, though this step is optional.
Step 4: In a small bowl, combine the rolled oats, brown sugar, ground cinnamon, and nutmeg. Add the melted butter and stir until the mixture is well combined and crumbly.
Step 5: Stand the cored apples in the prepared baking dish. Carefully spoon the oat mixture into the hollow center of each apple, pressing it down lightly.
Step 6: Pour 1/4 cup of hot water into the bottom of the baking dish. This helps to steam the apples and prevents them from drying out during baking.
Step 7: Bake for 30-40 minutes, or until the apples are tender when pierced with a fork but still hold their shape. Baking time can vary depending on the apple variety and size. Halfway through baking, you can baste the apples with the liquid from the bottom of the dish if desired.