How to make
Remove the apples' peels and seeds. Grate them on a coarse grater. Heat the butter and add the apples. Add the lemon juice, cinnamon and sugar. Cook until the apples soften. Add the walnuts and the grated lemon rinds.
Lay out the phyllo pastry sheets and cut them into rectangles. Smear each rectangle with melted butter. Put on some of the filling and wrap into a roll. Arrange in a suitable baking dish. Bake until pinked.
Make a syrup from the sugar and water. Once the syrup comes to a boil and thickens, remove from the heat.
Pour the hot syrup over the cooled phyllo cigars. Leave them for a few hours to absorb the syrup before consumption.