Preheat oven to 375 degrees F (190 degrees C). Grease cookie sheet.
In a medium-size mixing bowl, toss together the apples, cinnamon and sugar. On a clean dry surface, lay out egg roll wrappers. Brush each one lightly with butter to within 1/2 inch of the sides. spread about 1/4 cup of the apple mixture onto the buttered area. Combine the cornstarch and water, brush top edge with the mixture. Fold the wrapper around the filling, and roll up to seal. Place onto the prepared cookie sheet, seam side down. Brush the tops with milk and sprinkle with sugar.
Bake for 15 to 18 minutes in the preheated oven, until golden and crisp.