Cut the apricots into strips. Knead apricots, muesli and butter. Wash apples, grate dry, quarter and remove core. Place apples next to each other on a baking tray lined with baking paper and spread the filling on top. Bake in a preheated oven (electric cooker: 200 °C/ convection oven: 175 °C/ gas: level 3) for approx. 15 minutes.
In the meantime, mix Marsala, lemon peel, egg yolks and sugar. Whip to a thick cream on a hot water bath. Season to taste with lemon juice. Arrange apples and zabaglione on plates