Peel apples, quarter them and cut out the core. Cut apple quarters into large pieces and pour lemon juice over them. Spread 4 glasses (350 ml each) with butter. Mix apples with sugar, vanilla sugar and cinnamon and fill into the glasses.
Add 3 tablespoons of apple juice each. Roast in the preheated oven (electric cooker: 200 °C/ convection oven: 175 °C/ gas: level 3) for 20-25 minutes, remove from oven and allow to cool slightly. Add some yoghurt.
Add the remaining vanilla yoghurt. Serve the baked apple compote warm, possibly decorated with star anise.