Peel the apples and cut into cubes, approx. ½ in (1 cm) (you can add the juice of half a lemon so they don't turn brown).
Melt the butter in a pan. Add the apple cubes and sauté for a few minutes. Add the light brown sugar and cook, stirring, until the sugar has melted. Add the water (and wine, if used) and cinnamon and continue cooking until all the liquid has evaporated and the apples are caramelized. Let cool.
Put a sheet of phyllo dough on the counter and brush with melted butter. Add another sheet of dough and brush again. Cut the dough, lengthwise, into 4 pieces, making 4 rectangles. Put one and a half tablespoon of filling at one end of the rectangle (on the short side), leaving an approx. ½-in (1.5 cm) edge on each side. Fold the dough over to cover the filling. Push the edges inwards and then continue rolling to form a package or roll. Brush with butter and sprinkle the top with confectioner’s sugar. Follow the same procedure until finishing the 12 rolls.
On the Instant Vortex control panel, press Air Fry and then set time to 7 Minutes and temperature to 400 ºF (205ºC). Press Start.
Once Add Food appears on the display, open the basket and put 5 to 6 rolls on the tray. When ready, remove from the Vortex and repeat the process with the rest that are left.
Serve immediately and add vanilla ice cream if desired.