Start by placing the apple onto the sheet of puff pastry, wrap the entire apple with the pastry and close it tightly.
In a large skillet over medium to low heat, add the oil and let it heat up.
Once the oil is hot, add the apple wrapped in pastry and fry it until golden brown.
Next, remove all the pastry from the apple and set it aside.
Next, slice the apple, remove the core and cut it into smaller pieces.
Then transfer to a food processor, add the pastry we set aside, the sugar, the milk and blend until smooth.
Stop blending and set aside.
In a large skillet over medium to low heat, add the sugar and spread it evenly.
When the sugar begins to melt, stir everything very well until it’s completely dissolved.
Add the milk and stir until it turns into caramel.
When that happens, add the apple mixture we prepared and stir everything very well until it thickens slightly.
To assemble the dessert, add 2 teaspoons of this mixture onto a round piece of puff pastry, close it and press it firmly with a fork.
Repeat this process with all the filling.
Then transfer them to a large baking sheet and brush a beaten egg yolk over everything.
Sprinkle ground cinnamon to taste.
Take to a preheated oven at 180° C (350° F) and bake for 35 minutes.
Serve.