Preheat the oven to 190C/375F/Gas 5.
Place the apple, orange juice and zest, sugar, nutmeg and sultanas into a large bowl and mix well.
Brush each sheet of filo pastry with melted butter, then place the sheets of pastry on top of each other onto a large sheet of greaseproof paper.
Sprinkle the top sheet of filo with some dried breadcrumbs, then spoon the apple mixture down the middle of the filo sheet.
Carefully roll the pastry up around the filling like a cigar, using the greaseproof paper to help.
Place the filo roll onto a greased baking tray, brush with any remaining melted butter and cook for 30-40 minutes, until lightly browned and the filling is hot.