Pre-heat oven to 350 degrees
Place cubed apples onto a lightly greased cookie sheet
Roast in the oven for 20-30 minutes, until soft and browned on the edges
In a medium saucepan, add roasted apples, and mash them up
Add water, cinnamon, nutmeg, and vanilla to saucepan, and bring to a boil over high heat
Reduce heat to medium and simmer for 10 minutes
Remove from heat and stir in brown sugar
Using a fine mesh strainer, strain syrup into an airtight container
Chill for use in cocktails, store in the refrigerator