Special equipment: a Charlotte mold or flat-bottom 2-quart ovenproof casserole
Preheat the oven to 400 degrees F. Melt 4 tablespoons of the butter in a large saucepan over medium heat. Add the apples, lemon zest, lemon juice, sugar, cinnamon, nutmeg and vanilla. Cover and cook until the apples break down and the mixture becomes stiff, about 50 minutes. Remove from the heat and let cool while you put together the bread.
Arrange 4 of the bread slices in a square shape on a flat surface. Place the Charlotte mold upside down on the bread and trace the opening with a sharp edge. (Alternatively, use a 2-quart ovenproof casserole dish.) Cut the bread following the traced line and brush both sides with the softened butter. Fit the bread into the bottom of the mold. Cut 11 of the bread slices in half lengthwise. They should be about the same height as the mold. Spread the halved slices with the softened butter and place them against the inside of the mold, overlapping like a fan. Fill the mold with the apple mixture. Cut the remaining 7 slices of bread into triangles, brush with the softened butter and fan the pieces over the top, pressing to fit into the top of the mold.
Bake until golden brown, about 30 minutes. Allow the pan to cool 15 minutes. Run a knife around the inside of the mold to loosen it before unmolding. Serve warm with whipped cream or ice cream.