Using a mandolin, slice apples so that they are quite thin. Cut them into half circles, and place them on a plate with a squeeze of lemon over the top. Microwave for 45-60 seconds, until they are soft and pliable. Cover with a tea towel and set to one side.
Roll the puff pastry out and cut it into 6 strips. Mix the cinnamon and sugar together.
Use a pastry brush to line each strip with melted butter and sprinkle the sugar mixture on top.
Lay the apple half circles on the top side of each pastry strip, overlapping slightly and ensuring the skin side of the apple pokes out of the top slightly.
Fold the bottom part of the pastry up, and cover with more melted butter and cinnamon sugar.
Starting from one end, roll up the dough tightly, sealing the edges when you come to the end.
Place them in a muffin tray, and bake at 190°C/375°F for 45 minutes. If they are browning too much, cover with foil.
Once cooked, sprinkle with powdered sugar and serve.