Preheat oven to 400° F. Butter 2 small miniature 3.5" iron skillets.
On a plate, place the apple slices, touching if necessary. Microwave for 45 seconds on high until slices have softened. Cover plate with plastic wrap.
Mix together sugar and cinnamon in a bowl.
Roll the puff pastry until it is 1/8 inch thick. With a pizza cutter, slice two 3 x 12 inch rectangle.
Spread melted butter and sugar/cinnamon over dough. Place apple slices along 1 long edge of dough, about 1/4 inch beyond edge of dough, slightly overlapping. Fold bottom half of dough over the apple slices to form a long "folder" of dough with rounded edges of apple slices exposed.
Beat egg and water together in a bow and brush onto the surface of dough. Sprinkle with more cinnamon/sugar to taste.
Roll the dough from one end to another to form a rose. Seal roll with end of dough strip.
Transfer roses to prepared skillets. Sprinkle with cinnamon-sugar. Place in middle of oven rack and bake until browned for about 45 minutes. Remove from oven to cool for 5 to 10 minutes. Remove pastry from skillets and finish cooling on rack. Dust with confectioner's sugar.