Preheat the oven to 350°F (175°C). Core the apples and set aside.

In a mixing bowl, combine oats, cinnamon, brown sugar, and milk. Mix well.

Stuff the mixture into the cored apples and place them in a baking dish.

Bake the stuffed apples in the preheated oven for 30 minutes or until tender.

In a saucepan, heat milk over medium heat. In a separate bowl, whisk together sugar, egg yolks, and cornstarch.

Slowly add the hot milk to the egg mixture, whisking continuously. Return to the saucepan and cook until thickened.

Remove from heat and stir in vanilla extract.

Serve the baked apples warm, drizzled with vanilla custard sauce.