Preheat the oven to 180°C (160° fan) | 350F | gas 4.
Toss the apples with the lemon juice, brown sugar, and ground cinnamon in a baking dish. Bake for about 25-30 minutes until the apples are very soft to the point of a knife.
Remove from the oven and leave to cool for 10 minutes.
Scrape everything from the baking dish into a blender. Add the cookies, yoghurt, milk, and ice, and blend on high until smooth, scraping down the sides as needed.
Divide between glasses and serve with a pinch of ground cinnamon on top.
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