Preheat oven to 375 F. Prepare oatmeal as you normally prefer. Cut off top third of each apple. Carefully carve out a 2-inch diameter “bowl” in each apple. Rub the cut surface with lemon. Dice the cut out part (without seeds) and set aside. Melt butter in a pan and whisk in 4 tablespoons of maple syrup, cinnamon, and pepper and cook until smooth. Brush the inside of the apples with this mixture. Pour apple cider into baking dish, add apples, and bake 3o minutes covered, 35 uncovered. Transfer apples to a platter. Pour cooking liquid into a pan and bring to a boil. Stir hot milk, remaining syrup, reserved apples, and orange zest into warm oatmeal. Divide oatmeal among baked apples and top each with a dollop of yogurt and a drizzle of sauce.