Cut each apple in half from top to bottom, then scoop out the core with a small spoon or melon baller. Slice the halves as thinly as you possibly can, since thick slices won't bend into a rose shape or cook through properly. I like using a mandoline if I have one handy, but a steady hand with a sharp knife works just fine too.
Fill a microwave-safe bowl halfway with water and squeeze in the lemon juice. Add the apple slices and microwave for about 5 minutes, until they turn slightly tender and pliable. This step is what lets you curl the slices into a rose shape without snapping them. Drain everything well in a colander afterward.
Lay your thawed puff pastry sheet on a lightly floured surface and roll over it once with a rolling pin. This smooths out the fold lines and stretches the dough just slightly. Cut each sheet into 6 even strips using a pizza cutter, since even strips mean even, symmetrical roses later.
Mix the apricot preserves with the water, then spoon a thin layer onto each pastry strip. Arrange 7 to 9 apple slices along one half of the strip with the peel sides facing up and slightly overlapping. Fold the bottom half of the pastry over the apples to cover the flat edge, leaving the curved peel edges peeking out.
Starting from one end, gently roll the strip toward the other end. The apple peels will fan out and create that classic rose silhouette as you go. Place each finished rose into a greased muffin tin cup, seam side down, so it holds its shape while baking.
Sprinkle the tops with your cinnamon-sugar mixture, then set a small pan of water on the oven's bottom rack to keep the bottoms from over-browning. Bake at 375°F for 40 to 45 minutes, until the pastry turns deep golden and crisp. Let them cool slightly before dusting with powdered sugar.