First cut the physalis in halves, saving 5 whole physalis for decoration. Once cut, put in a preheated pan.
Once the physalis are al dente, add 1/2 cup of cream, and when it comes to a boil, remove from the heat and put in a blender, without adding all the cream; use only the necessary amount to obtain a firm texture. Once blended, allow the sauce to rest until warm.
Cut the zucchini in half, then into slices, and put in a pan with some oil. Once the zucchini is al dente, remove from the heat.
To begin making the roses, cut the phyllo dough in half (it should be rectangular), and once cut, spread cream cheese, then scatter the zucchini lengthwise, leaving the top of the zucchini uncovered, and finally add the smoked salmon lengthwise.
When the filling is ready, make a fold at the bottom to create support, then roll the dough and put in a dish. Repeat the process until using all the dough sheets.
Once they are all rolled up, put in the over at 390°F for around 8 minutes. Look at the oven constantly, as the phyllo dough browns quickly.
Once ready, take out of the oven, put in a plate, and pour the physalis sauce in the middle, decorate with the whole physalis, and serve.
