For the apples: Preheat the oven to 400 degrees F. Cut off the top 1/2-inch of the apples. Use a melon baller to scoop out the apple seeds and cores.
Pulse the dates, walnuts, butter, vanilla, cinnamon and salt in a food processor until it forms a paste. Divide the mixture evenly among the scooped-out apples. Place the apples in a baking dish. Mix the honey together with 2 tablespoons water in a small bowl, then drizzle the mixture over the apples. Bake until the apples are tender but not falling apart, 30 to 35 minutes.
For the yogurt: Meanwhile, stir together the yogurt, honey, lemon zest and cinnamon.
Serve the apples with dollops of the honeyed yogurt.