Preheat broiler and lightly grease a broiler pan or 15 1/2- by 10 1/2-inch jelly-roll pan.
Cut apples crosswise into 1/3-inch-thick slices. Cut out core from the middle of each slice and stack slices to reform whole apples. Arrange slices from 1 apple in one layer in pan, keeping slices in order, and sprinkle with half of brown sugar. Broil apple slices 4 to 6 inches from heat 2 minutes, or until barely tender and sugar is caramelized. Transfer broiled apples in one layer to a tray. In cleaned lightly greased pan broil remaining apple slices with remaining brown sugar in same manner.
Preheat oven to 350°F. and grease a small shallow baking pan.
Arrange bottom slice of each apple in baking pan and sprinkle with some bacon. Stack remaining apple slices in order on top, sprinkling layers with bacon and ending with top slices of apples, to form 2 whole apples. Apples may be prepared up to this point 1 day ahead and chilled in baking pan, covered. Bring apples to room temperature before proceeding.
Reheat apple, uncovered, in oven until hot, about 15 minutes.