Position rack in center of oven and preheat oven to 375F
Use a melon baller to core the apples: Start at the top by the stem and scoop down into the flesh, pulling up the core and hollowing out the apple without breaking through the sides or the bottom.
Leave at least 1/2 inch apple flesh at the bottom.
Rub the lemon juice over the exposed apple flesh.
Mix the prunes, walnuts, honey, and cinnamon in a small bowl; stuff a quarter of the mixture into each apple.
Set apples in a 9-inch baking dish or other small roasting pan.
In a small bowl, whisk together water and orange juice, and pour over the apples.
Bake until soft, basting often with the pan juices, about 1 hour.