Preheat oven to 400 f.
Slice and core the apples. If you don't have a quality blender, consider peeling the apples. I don't have a Vitamix or Blendtec, but was able to blend the peels so they were imperceptible.
Add the apples, water, and cinnamon sticks to a crock pot, and cook on high for 1½ hours.
In the mean time, cut the pumpkins in half. Scoop the insides out. Place the pumpkins flesh side down in a baking dish, and add ¼ cup of water. Cover tightly with foil, and bake for 45 minutes.
Allow the pumpkin to cool for a while. Once the apples are well cooked, add to a blender, and blend until very smooth.
With a spoon, scoop out the roasted pumpkin, and add to blender with some of the apple. The pumpkin will be very thick, so mixing it with some of the apple mixture is necessary. Add water as needed to keep the blender running.
Add the apple-pumpkin mixture back to the crock pot. Add the sugar, spices, and salt. Continue to cook on low for another 4-6 hours, stirring occasionally, until it is very thick.
Turn off heat, and stir in vanilla.