1. Peel, core, and cut apples into 1 pieces. Toss immediately with lemon juice. Set aside.
2. Stir together sugar, 1/2 cup of apple juice, and vanilla bean in large nonreactive shallow preserving pan. Place over high heat and bring to a boil. Cool, without stirring, until mixture caramelizes to a medium amber color. Add apple slices and accumulated juices, remaining apple juice, cinnamon, and thyme. (Caramel will clump together but will eventually remelt.) Continue cooking on moderately high heat, watching carefully so juices do not boil over. Turn apples over in the syrup until slices are completely glazed and translucent and there is little liquid left in pan, about 20-30 minutes. Remove vanilla bean. (Some of the apples will break apart.) Remove from heat.
3. Spoon into hot sterilized jars, wipe rims clean with damp towel, and seal with new lids and metal rings. Process in hot-water bath for 5 minutes. Remove, cool, check seals, label, and store.