Preheat the oven to 400F.
Place the zest and the juice of the oranges and lemon in a large bowl. Peel, quarter, and core the apples, (reserving the peel of 2 of the red apples) and toss them in the juice. Pour the apples, reserved apple peel and the juice into a non-reactive Dutch oven or enameled iron pot. Add the brown sugar, butter, cinnamon, and allspice and cover the pot. Bake for 1 hour, or until all the apples are soft. Remove and discard apple peel. Mix with a whisk until smooth, and serve warm or at room temperature.