For the baked apple jam, peel the apples, remove the core and cut into small cubes. Melt the sugar in a large pan and let it brown.
Immediately add the apple cubes and heat at low temperature for about 8-10 minutes with the sugar until all the caramel pieces have dissolved again.
In a large saucepan, mix the caramelized apple cubes with the preserving sugar, cinnamon, vanilla sugar, and lemon juice and bring to a boil and simmer until bubbling, about 4 minutes. (Follow the cooking time according to the jam sugar package).
To test for jelly, place a drop of hot jam on a cold plate, if it becomes solid, the jam is ready.
Immediately fill the baked apple jam into clean jars and seal.