Combine first 6 ingredients and 1/4 teaspoon allspice in a medium saucepan. Cook 20 minutes over medium-low heat until apples are tender and mixture is slightly thick. Remove apple mixture from heat; let cool. Stir in 1/4 teaspoon allspice, vanilla, rum flavoring, and mascarpone.
Spoon 1/4 cup apple mixture into each of 4 parfait glasses; sprinkle each with 1 1/2 tablespoons crumbs. Top each with 1/4 cup yogurt, 1/4 cup apple mixture, and 1 1/2 tablespoons crumbs. Garnish with additional mascarpone cheese, if desired. Serve immediately.