Thaw puff pastry at room temperature for 30 minutes.

Preheat oven to 375°F (190°C).

Mix egg and water in a small bowl; set aside for egg wash.

On a lightly floured surface, roll the puff pastry into a 16x12-inch rectangle.

Spoon apple pie filling over half of the pastry, leaving a 1-inch border around the edges.

Starting from the short side, roll the pastry up tightly like a jelly roll.

Place the strudel seam-side down on a baking sheet, tucking the ends underneath to seal.

Brush the entire surface of the strudel with the egg wash.

Make several 2-inch slits, 2-3 inches apart, across the top of the strudel to allow steam to escape.

Bake for 35 minutes, or until the strudel is golden brown.

Remove from the oven and let cool on the baking sheet before slicing and serving.

Serve warm.