To prepare the dough for the skaltsounia, pour into a large bowl the oil and sugar and whisk; add the wine, and the flour and blend well, using your hands, until the ingredients combine. Knead the dough, until it softens. Depending on the flour, you may need to use a little bit less or more flour than the recipe calls for. The dough should be soft, but not sticky. Leave the dough to rest for about 30 minutes.
In the meantime, prepare the filling for the skaltsounia. Grate the apple into a large bowl, add the sugar, the chopped walnuts, the breadcrumbs, the jam and cinnamon. Blend well, until the ingredients combine.
Place the dough on a floured surface. Cut it in half and roll out each half to a thickness of about 0.4 cm. Using a 10-12 cm cutter, cut out the dough in circles. If you find it difficult to roll out the dough, take a piece of the dough (the size of a walnut) and using your hands, stretch it into a circle; repeat with the rest.
Place a teaspoon of the filling on each circle and fold the dough, creating a half-moon. Join the edges well, pressing with your fingers.
Preheat the oven to 180C / 350F. Place the pastries (skaltsounia) on a large baking tray lined with parchment paper and bake for 20 minutes.
Remove the skaltsounia from the oven, leave to cool for a while and sprinkle with icing sugar. Enjoy!