Preheat the oven. Set your oven to 400°F (200°C). Line a baking sheet with parchment paper for easy cleanup.
Prepare the apple filling. In a medium skillet over medium heat, melt the butter. Add the diced apples, brown sugar, cinnamon, nutmeg, lemon juice, and a pinch of salt.
Cook, stirring often, for 4–6 minutes until the apples soften slightly.
Thicken if needed. If the mixture looks watery, stir in the cornstarch slurry and cook for 30–60 seconds until glossy and slightly thickened. Remove from heat and let cool for 5 minutes. Slightly cooled filling is easier to spread and won’t melt the pastry.
Prepare the puff pastry. On a lightly floured surface, unfold the thawed puff pastry.
If it’s very soft, chill it for 5 minutes so it’s easier to handle. Use a rolling pin to gently roll it into a rectangle about 10x12 inches.
Fill and roll. Spread the apple mixture evenly over the pastry, leaving a 1/2-inch border on one long edge. Brush that border with a little egg wash to seal.
Starting from the opposite long side, roll the pastry into a tight log. Place seam-side down.
Slice the rolls. Use a sharp knife to cut the log into 8–10 even pieces. If the pastry squishes, chill the log for 5–10 minutes, then slice.
Arrange the pieces cut-side up on the prepared baking sheet, spacing them a bit apart.
Brush and sprinkle. Brush the tops and exposed edges with egg wash. Sprinkle with granulated sugar for a little crunch and shine.
Bake. Bake for 18–22 minutes, until puffed and deep golden. If some filling bubbles out, that’s normal.
Cool and finish. Let the rolls cool for at least 10 minutes.
Dust with powdered sugar or drizzle with caramel if you like. Serve warm or at room temperature.