Mix together sugar and cinnamon: set aside about 1 Tablespoon for the topping.
Core, peel and cut apples into ½-inch pieces. Combine apple dices, lemon zest, lemon juice and remaining cinnamon sugar.
Melt butter in a large skillet over medium heat.
Add apple mixture and cook 10 to 15 minutes to drive off moisture and soften apples.
Preheat oven to 350°F.
Brush eight, 8-ounce ramekins or custard cups, generously with melted butter. Place 11 sheets of fillo pastry on a flat surface with the long side toward you.
Cut the stack of fillo sheets into thirds perpendicular to the long side, but do not separate the stacks. Brush the bottom half of each cut sheet with butter and fold the top half of the sheet over it to form a 4½-inch square.
Use four squares to line each ramekin, arranging the squares diagonally with one triangular portion in the ramekin and the other triangular portion extending over the side.
Position so that the 4 extending points are in opposing pairs and the inside of the ramekin is covered.
Add the apple filling and fold the 4 points over the filling. Brush the top with butter and sprinkle with cinnamon sugar. Repeat until all ramekins are filled.
Bake for 20 to 25 minutes.