In a mixing bowl, combine lukewarm milk, egg, vanilla extract, and melted butter. Whisk until well blended.

In a separate large bowl, whisk together all-purpose flour, salt, sugar, and instant yeast. Create a well in the center and pour in the wet ingredients. Stir until a sticky dough forms.

Cover the mixing bowl with a kitchen towel and place it in a warm spot to proof for about 1 hour until the dough doubles in size.

Meanwhile, prepare the apple filling by peeling and dicing the apples. In a saucepan, melt a bit of butter, add diced apples, brown sugar, cinnamon, cornstarch, and a splash of water. Cook until apples are tender.

Lightly flour your surface and roll out the dough into a large rectangle, approximately 12x18 inches.

Spread the cooled apple filling evenly over the dough, leaving a small border around the edges.

Starting from one edge, carefully roll the dough tightly into a log. Slice the log into 12 equal rolls and place them on a parchment-lined baking sheet.

Cover the rolls with the kitchen towel and allow them to rise for another 30 minutes.

Preheat your oven to 180°C (350°F) and bake the rolls for 20-30 minutes until golden brown.

After baking, optionally add reserved apple filling on top and dust with powdered sugar.