Preheat the oven to 200C/400F/Gas 6.
For the baked apple, cut a thin slice off the bottom of each apple half so that the apple can sit level on a plate.
Heat the butter in a small oven-proof frying pan until it has melted. Add the apple halves and cook, turning once until they are brown on both sides.
Add the sugar and calvados and stir until the sugar has melted and cook for one minute. Transfer the frying pan to the oven and cook for eight minutes.
For the sabayon, place the eggs, sugar, calvados and water into a bowl that fits snugly over a pan of boiling water. (Note: The boiling water in the pan must not touch the bottom of the bowl). Whisk the ingredients continuously until the mixture thickens to a consistency where soft peaks are almost formed when the whisk is removed.
To serve, place the apples on a clean plate and top with the sabayon.