Take Filo Pastry out of the fridge to bring it up to room temperature.
Preheat the oven to 180 degrees Celsius fan forced. Line a large baking tray with baking paper.
In a small saucepan, combine milk, egg, cornflour, white sugar, and vanilla bean paste. Simmer and thicken to make the custard.
Assemble the Filo Pastry twist by layering sheets with custard and sliced apples, then rolling and twisting the stack.
Brush with butter and bake for 30 minutes or until golden and crisp. Sprinkle with icing sugar. Serve warm.
