Heat oven to 375°F. Grease 15x10x1-inch baking pan. In medium bowl, combine apples, cranberries, sugar, walnuts, lemon peel and lemon juice; toss to coat.
Unroll phyllo sheets; cover with plastic wrap or towel. Place 1 phyllo sheet on piece of plastic wrap. Brush with butter; sprinkle with 1 tablespoon bread crumbs. Repeat layering with remaining phyllo sheets and butter, sprinkling 1 tablespoon bread crumbs on every other sheet. (Top phyllo sheet should be brushed with butter only).
Spoon apple mixture over phyllo stack to within 2 inches of each edge; press lightly. Fold shorter sides of phyllo up over filling. Starting with longer side and using plastic wrap, lift phyllo and carefully roll up jelly-roll fashion. Place, seam side down, in greased pan. Make several crosswise cuts in top of roll. Brush top with any remaining butter.
Bake at 375°F. for 20 to 25 minutes or until golden brown. Cool at least 15 minutes before serving. To serve, cut into slices.