Preheat the oven to 400F (200C). Line a baking sheet with parchment paper.
Peel the apples and cut in thick slices crosswise. Slice a extra thin sliver from the top and bottom of the apple and slice into 4 slices. Remove the core with a round cookie cutter (1 inch diameter, or a little more). Sprinkle both sides of the apple slices with cinnamon (as much or as little as you wish).
Roll out the puff pastry if needed. Sprinkle with sugar and cut into strips about 1x2 inches.
Wrap each apple rings with 8 to 10 pastry strips as needed: poke the end of one strips in the hole, hold it with a finger and wrap it around the apple ring and under. Make sure to overlap the strips a little. You can stretch the pastry as needed, and try to keep the middle hole open if possible. If there's extra pastry under the apple slice you can remove it, or flatten it out with your fingers like I did.
Place the apple pastries on the baking sheet, and brush with egg wash (beat one egg with one tablespoon of water) or milk if you prefer.
Bake at 400F for about 20 to 25 minutes, until puffy and golden on top. Cover lightly with aluminum foil if they color on top too quickly.
Sprinkle with powdered sugar if you like. Serve warm, with a scoop of ice cream if you wish!
