Peel and dice apples.
In medium saucepan, add apples, 1 tbsp butter, sugar, vanilla, orange or lemon zest, cinnamon, and cornstarch.
Heat on medium to low, stirring often.
Cook for about 5 minutes or until the mixture thickens and remove from heat.
Remove phyllo dough from package and unfold until sheets are flat. Have a damp towel ready to cover the phyllo dough sheets as you work.
Using the melted butter and a pastry brush, brush one side of the phyllo sheet, fold in half vertically and brush again. Fold vertically one more time to form a long strip and brush with butter.
One one end of the strip, add about 1 1/2 tbsp of the apple filling.
Beginning at the edge of the strip with the apple filling, roll in the form of a triangle, just as you would fold a flag.
Brush the outside of the triangle phyllo dough with butter.
Place on a parchment lined cookie sheet.
Bake at 375 degrees for 15 minutes or until golden brown and flaky. Check after 10 minutes to make sure they are not browning too quickly.
Cool on a rack when finished baking, sprinkle with powdered sugar, and serve.