Combine the apple, feijoa, sugar, vanilla, sultanas, ginger and ¾ cup water into a saucepan and bring to a simmer. Cook until the apples are tender, around 10 minutes. Add the lemon zest.
Preheat the oven to 180°C.
Lay out the filo sheets, one on top of the other, on a board, spraying a little oil between each one. Put the apple mixture at one end of the pastry, fold in the ends and roll up to form a strudel shape.
Place the strudel on a baking tray, seam side down.
Bake for about 15 minutes, brushing the top with milk about halfway through. Slice the strudel, and serve with vanilla ice cream or yoghurt.