Preheat your grill to medium heat (about 350°F).
Core the apples and slice them into 1/2-inch thick rings. If desired, you can also cut them into wedges.
In a large bowl, combine the brown sugar, ground cinnamon, lemon juice, and melted butter. Mix well until the sugar is dissolved.
Add the apple slices to the bowl and toss until they are evenly coated with the cinnamon mixture.
If using, sprinkle the chopped nuts over the apples and gently mix to combine.
Place the apple slices on the grill in a single layer. Grill for about 3-4 minutes on each side, or until they are tender and have nice grill marks.
Remove the apples from the grill and serve warm, topped with a scoop of vanilla ice cream if desired.