Heat the oven to 180°C (160° fan) 350°F gas 4.
Mark a line with a sharp knife around the centre of each apple, through the skin, but not through the flesh. Place the apples in a baking dish.
Spoon the sugar into the cavities of the apples. Put the water into the baking dish and bake for about 30 minutes until almost tender.
Mix together the lemon zest, sultanas and almonds and divide between the apples, pressing the mixture into the cavities.
Cook for a further 15 minutes until the apples are soft and cooked through. Serve hot with the juices poured over. Sift a little icing sugar over the apples and decorate with bay leaves.