Pre heat oven to 220c/425f/Gas 7. Roll out pastry on a floured surface to be a large rectangle. Peel and chop the apple, lay on a baking sheet with butter, sugar and cinnamon and cook in the oven for approx 10 mins until caramelised. Leave to cool. Slice the Apple and Cinnamon loaf into thin slices, roll out with a rolling pin to make thinner and lay on top of the pastry, then layer the caramelised apple on top. Cut the rectangle into 4 down the longest length and then into 3 to make 12 rectangles. Roll these individually into wheels making sure the filling doesn't escape! Brush with beaten egg and cook for 15-20 mins or until golden brown.