Core and thinly slice the apples with a mandoline.
Combine the apple slices with lemon juice in a bowl and microwave 2 minutes. Wait for the apple to be cool enough to handle. Pat dry the apple slices of excess moisture and set aside.
On a floured surface, roll out the puff pastry and cut into 6 even strips.
In a small prep bowl, combine the sugar and cinnamon together.
Spread the mascarpone cheese and sprinkle the cinnamon sugar mixture onto the bottom half of puff pastry strips.
Arrange the apple slices on top of the pastry strips.
Fold the pastry puff in half lengthwise and roll them up. Brush them with the egg wash. Place in greased muffin tins.
Bake for 35-40 minutes at 375 degrees F.
Let them cool for 10 minutes before serving.
When ready to serve, dust with confectioners' sugar.