In a large skillet, over medium heat, warm 2 tablespoons butter, sauté onion for 3 minutes. Add diced apple and sauté 3 more minutes. Remove from heat, stir in sauerkraut and caraway, and mix well.
On a large baking sheet, lay out one sheet of phyllo and fold in half lengthwise and brush with about 1 tablespoon butter. Repeat layering. Spread mustard over last layer of phyllo. Then spread sauerkraut filling along the long lengthwise side to the center of the dough leaving a 1 1/2 inch border around the edges. Top sauerkraut with bratwurst slices; roll jellyroll-style folding in the short edges. Place seam-side down on pan; brush top with butter and bake 25 to 30 minutes or until golden brown.
Meanwhile prepare mustard sauce. In a large skillet, melt butter over medium-low heat, stir in flour to form a smooth past. Slowly stir in cream and continue stirring to keep lumps from forming. Whisk in mustard and heat through. Slice warm strudel and serve in a pool of mustard sauce. Sprinkle mustard sauce with paprika.