Heat the oven to 375°F. Lightly grease a baking sheet.
Stir the brown sugar, flour, cinnamon and nutmeg in a medium bowl. Add the apples, pecans and butter and toss to coat.
Unfold the pastry sheet on a lightly floured surface. Roll the pastry sheet into a 15x10-inch rectangle. Brush the pastry sheet with water. With the long side facing you, spoon the apple mixture on the pastry to within 2 inches of the long sides and to the edge of the short sides. Starting at a long side, roll up like a jelly roll. Cut the pastry roll into 12 (1 1/4-inch) slices. Place the pastry slices, cut-side down, onto the baking sheet.
Bake for 15 minutes or until the pastries are golden brown. Remove the pastries from the baking sheet and let cool on a wire rack for 10 minutes. Sprinkle with the confectioners' sugar.
Flavor Variation: You can substitute walnuts for the pecans if you like.