Preheat oven to 375. Combine apples, walnuts, sugar, cinnamon, and nutmeg in a small bowl. Whip the cream cheese and lemon juice in a food processor; transfer to a small bowl.
Take 5 sheets of the phyllo and cut into fourths. (You'll do the same with the other 5 sheets.)
To make the pastries, brush the top layer with the melted margarine, a large spoonful of cream cheese, then some apple mixture.
Roll into a log and transfer to a baking sheet lined with lightly greased foil; brush with margarine.
Bake for 30-35 minutes, or until the pastries are golden brown. Enjoy!
Recipe by Epicurean Vegan at http://epicureanvegan.com/2011/02/02/apple-pastries/