Core your apples, remove only about 3/4 of the depth of the apple.
Add the butter and brown sugar to a medium-sized bowl and combine. Fold in the cranberries, chopped walnuts, ground cinnamon, and nutmeg into the butter until blended well.
Divide the filling evenly and fill the centers of the apples.
Place apples onto the smoker. You can arrange them using grill rings to help them stay upright or use a cast iron skillet. Smoke until the sides of the apples are soft, this takes about 1 - 1 1/2 hours depending on the size.
Serve them with frozen yogurt or ice cream if preferred.
Notes
These are great served with caramel sauce and ice cream.