Peel, core, and chop the apples.

In a large mixing bowl, combine the apples, flour, cinnamon, and jam; mix until well combined.

Melt the butter in a glass bowl or measuring cup, line a baking sheet with parchment paper, and preheat the oven to 375 degrees F.

On a clean work surface, brush one sheet of filo pastry with butter. Fold in half to make a rectangle, then brush with butter again. Place a spoonful of apple filling onto the bottom section of the pastry, and fold in the long edges on either side of the filling. Loosely roll up the pastry until the apples are enclosed in a neat little log. Set onto your prepared parchment lined baking sheet. (Note: It's important not to roll the log too tight, as the filo pastry will burst open if there is no room for the filling to expand as it heats.)

Repeat with the other sheets of pastry. Place all of the prepared strudels onto parchment lined sheets, a few inches apart. Bake for 20-30 minutes or until golden brown. Cool on wire racks.

Dust generously with icing sugar while the strudels are still warm. Serve warm with a dollop of whipped cream or a scoop of ice cream, if desired.