Preheat the oven: Electric cooker: 200°C/circulating air: 175°C/gas: level 3 and put the biscuits in a freezer bag. Seal it and crumble the biscuits very finely with a dough roll. Roughly grate the marzipan on a household grater and mix marzipan, egg white and biscuit crumbs with the snow broom of the hand mixer.
Wash the apples and cut a lid off each one. Then remove the cores quickly with an apple corer (you may need help with this). Fill the marzipan into the apples with a teaspoon and press it on a little.
Prick the apples all around with a wooden skewer many times and stick the almond slivers into it. Grease an oven dish and put the apple hedgehogs in it. Put the lids on them and fry them for 40-50 minutes (cover the apples possibly after about 35 minutes, as the almonds quickly turn brown).
Mix sauce powder, sugar and 5 tablespoons of milk. Boil up the rest of the milk. Stir in the sauce powder, let the sauce simmer for about 1 minute while stirring. Let it cool down if necessary. Arrange the apples on plates, dust them with icing sugar and serve the vanilla sauce warm or cold.