Preheat oven to 325°F.
Mix raisins, currants, pine nuts and lemon peel.
Fill apples evenly with mixture.
Cut thin slit horizontally around middle of each apple to prevent bursting while cooking.
Arrange apples upright in baking dish just large enough to hold fruit snugly.
Drizzle 1 tablespoon Marsala into each filled hollow.
Combine water and lemon juice, then pour mixture over apples.
Cover apples with foil.
Bake until tender, about 1 hour.
Discard foil.
Continue baking until apples are very soft and golden brown, basting frequently, about 20 more minutes; sprinkle sugar evenly over fruit during last 5 minutes (if raisins begin to brown, cover filling with small circle of foil).
Transfer apples to individual dessert plates.
Spoon over any juices remaining in baking dish.