Prepare the apples by cutting them in half and removing the core. Slice the halves into VERY thin slices (thin as you can make them!)
Spread the slices out on a plate and microwave them for 30-45 seconds. They should be bendy but not soft. Then, place them between two paper towels and pat dry to remove extra moisture.
Roll out thawed pastry dough on lightly floured surface. You can follow the microwave instructions on the packaging if your dough is still frozen. Use a knife or pizza cutter to cut the dough into 12 strips, about 9x2 inches.
Spread a thin layer of jam or marmalade on the dough strips, only in the center of the strip, leaving the sides clean. Sprinkle cinnamon sugar on top.
Place the apples on the dough strips in this way: starting about 1/2 inch from one side, lay the apple slices at the top half of the long edge of the dough strip, with the arc of the apple slice peeking over the top of the dough. Slightly overlap the slices until you get to the far end of the strip, leaving another 1/2 inch of dough free on the end. Fold the bottom long edge of the dough strip up so that it just covers the bottom of the apple slices. Use a bit of water to seal the edges, and press down lightly on the apple slices to adhere the dough to them. Then, starting from one end, gently roll the dough strips up to create the roses. Use a little more water to seal the end of the strip to the rose, so no jam leaks out.
Put the roses on a baking tray or muffin tin lined with parchment paper or liners. Pop the whole tray in the freezer for 1-2 minutes to cool them down, then bake at 375 degrees for 35-45 minutes, until the pastry is golden brown.
Top with sifted powdered sugar if desired. Best served with ice cream or caramel sauce.