1. Unfold the pastry, but keep it covered with a damp tea towel as you cook to prevent it from drying out. Place a sheet on your countertop, then brush it carefully with melted butter. Brush the next sheet and place on top of the first. Repeat the process, until the 5 sheets of pastry have been layered on top of one another.
2. Preheat the oven to 350°F (convection oven).
3. Now evenly place small pieces 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 1 inch slices, then 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 the pastries are in the oven, prepare the salad.
6. Cut off the bottom root of the brussel sprouts and gently peeling apart the leaves so you have all of them divided.
7. Cut the apple into small cubes and toss together with the raw brussel sprout leaves, oil, cider, salt and pepper.
8. Serve your roulade with the brussel sprout salad and left-over cranberry sauce [optional]