Let the strudel dough rest in the closed package for about 10 minutes at room temperature. Wash, peel and quarter the apples, cut out the core. Dice apples finely.
Melt butter in a pot. Place a damp tea towel on the work surface, place a dry cloth on top. Remove the strudel leaves from the packet and unfold them. Carefully place 1 sheet on the cloth, spread a thin layer of butter on it.
Place the remaining 3 leaves on top, each turned by 45 degrees, while brushing each leaf thinly with butter.
Sprinkle dough with ground almonds evenly. Leave a 12 cm wide edge on one long side and a 3 cm free edge on the other sides. Spread the apples evenly on the almonds.
Finely grate the marzipan. Sprinkle with almond slivers.
Roll the dough firmly with the help of the cloths from the long side with the narrow edge to the long side with the wide edge. Place it with the cut edge facing down on a baking tray lined with baking paper.
Whisk the egg yolk and 2 tablespoons of water. Spread a thin layer of the whisk.
Bake in the preheated oven (electric cooker: 200 °C/ convection oven: 175 °C/ gas: see manufacturer) on the bottom rack for 25-30 minutes. If necessary, cover carefully with foil 10 minutes before the end of the baking time.
Remove from the oven, place on a cake rack and allow to cool. Dust with icing sugar. Serve with vanilla sauce.