Preheat the oven to 350 degrees F (175 degrees C).
Lay apples cut-side down on your work surface. Make several thin slices into the apples, not cutting all the way through.
Melt butter in a small pan over medium-low heat. Whisk in honey, coconut sugar, and cinnamon until well combined. Whisk continuously and adjust heat so sauce does not boil.
Spoon a small amount of the caramel sauce into the bottom of a small baking dish. Place apple halves, core-sides down, over the sauce. Spoon enough of the remaining sauce on top to cover apples completely.
Bake in the preheated oven for 20 minutes. Spoon sauce over the apples and bake for 20 minutes more. Check apples with a fork to make sure they are cooked but still a little firm.