Heat a large saute pan over medium heat. Add the butter and melt. Add the apples, sugar, raisins, lemon juice, and cinnamon and saute until the apples are tender, about 8 minutes. Remove from the heat.
Lay an egg roll skin on a flat surface with 1 of the points facing you so it looks like a diamond. Lay another egg roll skin on top of this one to create a diamond shape. Place 1/4 cup of the filling in the center of the wrappers and gather the egg roll skin around the filling to create a pouch. Tie the pouch with kitchen string and place on a parchment paper-lined baking sheet. Repeat with the rest of the ingredients. Brush the pouches with the melted butter and bake for 10 to 15 minutes, or until golden brown and crispy.
Remove from the oven and dust with confectioners' sugar. Serve with vanilla ice cream.