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Step 1
Preheat oven to 200°C. Line 2 baking trays with non-stick baking paper. Combine apple and sultanas in a bowl.
Step 2
Place the filo on a clean work surface. Cover with a dry tea towel, then a damp tea towel (this will prevent it from drying out). Brush 1 filo sheet with butter. Top with another filo sheet and brush with butter. Repeat with 2 more filo sheets and butter to make a stack. Cut in half crossways. Brush the edges of the filo stacks with egg. Place one-sixth of the apple mixture along 1 narrow edge of each filo stack. Fold the edge of each stack over the filling, then fold in the sides. Brush the edges with egg and roll up firmly to enclose the filling. Place, seam-side down, on the lined tray. Repeat, in 2 more batches, with the remaining filo, butter, apple mixture and a little of the remaining egg.
Step 3
Brush the filo rolls with remaining egg. Bake in oven, swapping trays halfway through cooking, for 12 minutes or until light golden. Dust with icing sugar and cinnamon. Serve with ice-cream.