Preheat the oven to 180C
Core the apples and cut in half. Then, if possible using a mandoline, slice them very thinly to create 'half moon' shapes, about 1/8th inch thick or less
Put the apple slices in a large microwave safe bowl, squeeze over the lemon juice and cover with water
Microwave for 5 minutes till the slices are soft
Drain and dry gently with kitchen paper
Mix together all the spices and the sugar and toss the apple slices in the mixture
Roll out the puff pastry on a lightly floured surface and cut into 6 equal strips
Coat each slice of pastry with the apricot jam mixed with hot water
Lay the apple slices along one edge of each strip, overlapping slightly and with the cut end of the apple about a third of the way down the pastry
Fold each slice of pastry in half along the long edge, so that the apple slices are neatly tucked in and press down gently.
Roll up each slice to make a 'rose' . At this stage you can pop them into a pre-greased muffin tin and cover with film and refrigerate if you are making them in advance
When you are ready to bake, pop in the oven for 40-45 minutes. The edges of the 'roses' should caramelise but if the pastry starts to burn, cover with foil while the roses continue to cook.
Whisk together the egg yolks, sugar and sherry till slightly frothy
Place the bowl over a pan of just simmering water, making sure the water doesn't touch the bowl
Wisk for around 4-8 minutes till the mixture becomes very light and frothy - about 3 times the original volume. You should be able to make a trail of the mixture with a metal spoon.
Serve the roses in a pool of warm sabayon dusted with a little icing sugar