Quarter and peel the apples and remove the core. Cut into thin wedges and place in a saucepan. Drizzle with lemon juice. Sprinkle some sugar and cinnamon on top and briefly bring the apples to the boil.
Roll out the puff pastry and cut into 4 strips of equal length. Cover the lower edge of the strip with apple slices like a roof tile. Place the top edge of the puff pastry over the apples. Now roll up the whole thing from the narrow side. Place on a baking sheet lined with baking paper, brush with a little milk. Sprinkle some sugar and cinnamon over the rosettes and bake in the oven preheated to 200 ° C for about 35 minutes. Dust the cooled rosettes with powdered sugar.