Preheat oven to 350 degrees F. Peel away 1 inch of skin around the top of each apple. Remove core, being careful not to pierce the rest of the skin. Remove some of the pulp, leaving a shell about 3/4-inch think. Combine cream cheese, egg, sugar and vanilla. Beat until smooth and creamy. Put 1/3 cup filling in each apple and place in a greased, shallow baking pan. Sprinkle tops of apples with cinnamon.and bake 30 to 40 minutes. Check for consistent softness in the apples. You want consistently soft apple with the cream cheese mixture puffed on the top.