Peel and dice the apples, mix well with the vanilla sugar, sugar and rum in a small saucepan. Steam the apple mixture for about 5 minutes and then mix in the apple pie seasoning. Let cool down.
Cut the puff pastry into 8 parts (12 for smaller pockets). Roll out the individual parts a little with a rolling pin and put 1-2 tablespoons of the apple mixture in the middle, then fold into combs, pinwheels or triangles and place on a baking sheet lined with baking paper. Mix the egg yolks with the condensed milk and finally brush the finished puff pastries with them. Bake in a preheated oven at 200 ° C for about 20 minutes until golden brown and, after cooling, dust with powdered sugar.