I do them two ways--
1. I core them, but otherwise leave them intact. Then I stuff the core with butter, cinnamon, and a bit of brown sugar. Put them in the oven on 375 in a baking pan, upright, until they're soft but not mush.
2. Slice and core them. (I don't peel, but you can). Mix with brown sugar and cinnamon, then put pats of butter on top. 375 in a casserole dish until soft but not mush, but I stir every five minutes until the butter is thoroughly mixed in.
We love them topped with fresh whipped Jersey cream. YUM!!!!!!!!!!!!!!