Peel and dice apples. In a medium saucepan, add apples,sugar,vanilla,orange/lemon peel, cinnamon and cornstarch. Heat on med-low stirring every so often . Cook for about 5 minutes or until the apple mixture thickens. Remove from heat. Remove phyllo dough from package and have a damp towel ready so you can keep the phyllo sheets covered as you work. They tend to dry out very quickly. Melt butter. Using a pastry brush, brush one phyllo sheet.The longer side facing you. Fold in half(vertical)and brush again. Fold again to form a long strip. Brush again with butter if you like. On one edge, add about 1 1/2 TBS of apple filling. Roll in the form of a triangle...just like you would fold a flag.Brush the outside of the triangle phyllo turnover with extra butter. Place on a cookie sheet. Bake at 375 for 15 minutes or until nicely golden brown. Check after about 10 minutes so that they won't burn. Oven temps vary. Let cool and sprinkle with powdered sugar.