Preheat oven to 180C / 375F. Grease a 6-hole muffin tin. Set aside.
Cut the apples into halves, and remove the core. Cut each half into paper thin slices. Set aside.
Pour water into a large microwave safe bowl. Squeeze the lemon into the bowl. Discard the seeds. Place the apple slices in the bowl. Make sure the apple slices are covered with water. (Alternatively, place apple and water- lemon mixture over medium heat. Cook apples, for 2-3 minutes or until tender). Microwave for 3 minutes. Drain. Set aside.
Placed the puff pastry sheets on a lightly floured surface, and roll out slightly. Cut each sheet into 4 rectangles.
Spread each rectangle with about 2 tablespoon caramel sauce. Arrange apple slices overlapping each other on the top part of the puff pastry. Sprinkle with ground cinnamon. Fold up the bottom part of the pastry.
Starting from one end, carefully roll the pastry to form rose-shaped pastries. Seal the edge at the end, and place in the muffin tin. Repeat with the rest of the pastry and apple slices.
Bake for 30-40 minutes. Sprinkle with powdered sugar.