Preheat the oven to 180°C fan forced (200°C not fan forced).
Melt 250g butter in microwave our on stove top. If you wish to clarify the butter, gently pour off the clear butter fat, leaving the white milk solids behind. Set aside in a bowl.
Unroll the fillo pastry sheets and cover with a damp tea towel so they don’t dry out.
Working on the kitchen bench, place one fillo sheet lengthwise in front of you and use a pastry brush to brush thoroughly with melted butter (refer to the video in the blog if in doubt about the steps that follow).
Top with a second fillo sheet and brush with butter again.
Fold the two fillo sheets in half lengthwise. This gives you four layers of fillo with a fold along one long side and open fillo petals along the other side.
Take ½ cup of apple pie filling and run the filling in a thin line down the centre of the fillo.
Fold in half lengthwise over the filling making sure the long edges meet. Gently smooth the sheets up against the line of pie filling.
You should end up with one side of the long roll creating a fold holding in the apple filling and with the extra fillo layers lying flat.
Brush the finished fillo pastry roll with butter.
Loosely roll up the filled pastry to form a rosette.
Hold the rosette in one hand, with the apple filling side in the palm of your hand and with the fillo petals standing upright. Brush the rosette all around with butter. Then gently press the fillo petals down to form the top of the rosette.
Place the rosette in a well buttered baking pan.
Repeat 5 to 7 times making sure you leave 3 to 4cm between each rosette.
Bake for approximately 30 minutes until the fillo rosettes have turned a deep gold.
Remove from oven and set aside until the vanilla custard is ready.
Reduce the oven temperature to 160°C fan forced (180°C if not fan forced).