Preheat the oven to 350°F (175°C) and line a baking sheet with parchment paper. Place each apple half flat side down and, using a sharp knife, create thin slices all the way across. Make sure to stop slicing right before the bottom of the apple, so that it stays together. Transfer the halves to the prepared baking sheet.
Lightly brush apple tops with melted coconut oil.
Bake until apples are soft and caramelised, 23 to 25 minutes.
Meanwhile, in a small bowl combine remaining coconut oil, maple syrup, cinnamon and rolled oats.
Remove apples from the oven and, when cool enough to handle, spoon the mixture inside apple slits. This can be a bit tricky, so it's best to use your fingers to get in as much filling as possible. Toss the remaining filling on top of the apples.
Return the apples to the oven and bake for another 10 to 15 minutes.
Serve warm, with a scoop of vanilla ice cream, and an extra drizzle of maple syrup.