Finely dice the marzipan. Mix with chopped hazelnuts, almond slivers and rum. Wash the apples, cut out the core. Place apples on a baking tray or in a suitable form. Fill with the marzipan-nut mixture.
Place fat in flakes on the filling. Cook in the preheated oven (electric cooker: 175 °C/ convection oven: 150 °C/ gas: level 2) for 20-25 minutes. In the meantime put cold milk into a mixing bowl. Add sauce powder and whip for about 1 minute.
Dust the apples in portions with icing sugar and serve with some vanilla sauce.