Defrost Puff Pastry according to package directions.
Preheat oven to 375°. Line a rimmed baking sheet with parchment paper.
Peel, core and thinly slice apples.
Mix sugar and cinnamon in a medium bowl, toss apples to coat.
Unroll puff pastry and smooth out folds. Find helpful hints here. Score around the edges with a sharp knife, about 3/4 an inch from the edge, taking care not to cut all the way through the puff pastry.
Beat egg yolk with 1 teaspoon water and brush puff pastry just inside the edges, taking care not to get any on the edges (it will not rise correctly if you get egg on the edge)
Bake for 30-35 minutes or until golden.
Warm apple jelly in the microwave for 10-15 second and brush apples.