Wash and peel the apples, remove the core and cut the flesh into pieces. Drizzle the apple pieces with lemon juice. Roughly chop the walnuts.
Melt the butter in a saucepan. Add walnuts, raisins, apple cubes, cinnamon and vanilla sugar and simmer for 2-3 minutes over a medium heat, stirring occasionally. Halve the puff pastry slices, roll out and fill with the mixture. Roll up each disc into a roll. Whisk the egg yolk with the milk and brush the puff pastry with it. Place the rolls on a baking sheet lined with baking paper and bake for 20-25 minutes at 180 degrees.
Take out the apple cigars, distribute them on plates and drizzle with honey. Put a ball of walnut ice cream on the plate and sieve everything with powdered sugar. Put half a walnut each on the ice and serve the apple cigars.