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Preheat oven to 350 degrees F.
In a medium saucepan over medium heat, add apples, honey, zests, orange juice, water and cinnamon. Cook until apples begin to breakdown, about 10 minutes.
Meanwhile, place 2 sheets phyllo on cutting board and cut into 5-inch squares. Coat with cooking spray. Place 1 square over another, turning so that the corners are not aligned. Add a third layer using the same method. Lightly coat a silicone muffin dish and press the center of the squares into the muffin cups.
Spoon the warm apple mixture into the center of each cup, distribute evenly in the 4 cups. Bake for 10 to 12 minutes or until the outer edges of the cups are lightly browned.
Serve with fat free frozen yogurt and mint.