Melt the butter in a small skillet over medium heat. Add the diced apples, maple syrup, and cinnamon, stirring until evenly coated.
Cook the apples for 6 to 8 minutes, until tender but still holding their shape. Transfer them to a plate and cool to room temperature.
Spoon a small layer of yogurt into the bottom of four glasses or jars. Use the back of the spoon to level it gently.
Add a layer of cooled apples, followed by a small amount of granola. Repeat the layers until the glasses are filled.
Finish each parfait with a few apple pieces and chopped pecans when using them. Add another drizzle of maple syrup for a sweeter result.
Serve immediately for the crunchiest texture. When preparing ahead, refrigerate the yogurt and apples together but add the granola just before eating.