Preheat oven to 375º.
Melt butter in a large nonstick skillet over medium-high heat. Add apples; sauté 3 minutes or until lightly browned. Reduce heat to medium; cook 5 minutes or until tender, stirring frequently. Stir in brown sugar, apple juice concentrate, cinnamon, and 1/8 teaspoon nutmeg. Cook 3 minutes or until sugar melts and mixture is slightly syrupy. Remove from heat; stir in walnuts. Cool.
Place cream cheese, granulated sugar, sour cream, and flour in a bowl; beat with a mixer at medium speed until smooth. Beat in vanilla, salt, and egg white.
Place 1 phyllo sheet on a large cutting board or work surface (cover the remaining dough to prevent drying); lightly coat with cooking spray. Repeat layers with remaining phyllo and cooking spray, ending with phyllo. Gently press phyllo layers together. Lightly coat top phyllo sheet with cooking spray. Spoon apple mixture along 1 short edge of phyllo, leaving a 2-inch border. Drizzle cream cheese mixture over apple mixture. Fold long edges of phyllo over filling (phyllo will not completely cover filling). Starting at short edge with 2-inch border, roll up jelly-roll fashion. (Do not roll too tightly or strudel may split.) Place strudel, seam side down, on a baking sheet coated with cooking spray. Sprinkle with dash of nutmeg.
Bake at 375º for 15 minutes or until golden brown. Remove from oven; cool 10 minutes on baking sheet on a wire rack. Sprinkle with powdered sugar, if desired. Cut into 6 equal portions using a serrated knife.