Remove puffed pastries from freezer and thaw according to package.
Preheat the oven to 375°F. Grease a standard muffin tin.
Slice the apples in half from top to bottom. Remove the core ends and then scoop out the core in the center. Using a very sharp knife or mandolin on the second setting, slice paper thin 1/8-inch slices and immediately sprinkle and toss in lemon juice prevent browning. Toss in the butter, sugar, cinnamon, and nutmeg.
Microwave the slices for 45 seconds, or until soft and pliable enough to mold.
When pastries are thawed, place them flat on a floured surface. Roll the pastries out with a rolling pin the flatten just a little more in to a 9"x12" rectangle. Cut each pastry into six 2-inch wide slices.
In a small bowl, combine the preserves with 2 tablespoons of water. Microwave for 30 seconds if it was refrigerated.
Spread preserves evenly over each strip of dough. Arrange about 10 apple slices lengthwise in a straight line, overlapping slightly, on a strip of dough. Fold up the bottom part of the dough and begin tightly rolling the dough to form the rose shape. Press the edge to seal and place in the muffin tin. Repeat for all the pieces of pastry until have 12 apple roses.
Make ahead: at this point the unbaked assembled roses can be covered and stored in the fridge for up to 1 day before baking as directed. Pastries are best served the day they are baked but can be stored in an airtight container and rewarmed in a 300°F oven for 5 to 10 minutes, or until warmed through and flaky again.
Place a pan of water on the bottom rack of oven so the bottom of pastries do not burn.
Bake for 40 minutes, or until golden and cooked through. Sprinkle with powdered sugar, if desired.