1. Unfold the pastry, but keep it covered with a damp tea towel as you work to prevent it from drying out. Place a sheet on a work top, then brush it carefully with melted butter. Brush the next sheet and place on top of the first. Repeat the process, so the 5 sheets of pastry have become one layered rectangular.
2. Preheat the oven to 180°C (convection oven).
3. Now evenly place small slices of Danish Blue over the filo dough, then evenly sprinkle the chopped walnuts on top as well, roll it up into sausage-like form and cut into 2-centimetre slices, turn them on their side and place on a baking tray lined with baking parchment paper. Butter them generously on top.
4. Bake for 15 minutes or until golden brown
5. While in the oven make the salad.
6. Cut off the bottom root of the brussel sprouts, gently peel apart the little cabbage so you have all the cabbage leaves divided.
7. Cut the apple into small cubes, toss together with the raw brussel sprout leaves, oil, cider, salt and pepper.
8. Serve your roulade with the cabbage salad and left-over cranberry sauce [optional]