Preheat oven to 180°C. Lightly spray an 18cm x 28cm ovenproof dish with olive oil spray.
Place 1 sheet of pastry on a clean work surface. Lightly spray with olive oil spray. Fold 1 short edge over to the other short edge. Starting from 1 short edge, place an apple half about 3cm the edge. Sprinkle apple with a little cinnamon. Fold pastry sides over apple, then roll up the pastry to enclose the filling. Repeat with remaining filo, apple halves and cinnamon to make 6 dumplings.
Place dumplings, side-by-side and about 1cm apart, in the prepared dish. Lightly spray with olive oil spray. Bake for 20 minutes or until golden. Drizzle with honey and sprinkle with almonds. Bake for a further 6-8 minutes or until honey is bubbling around edges and is a deep golden colour.
Serve dumplings warm with yoghurt.