Make the Dough:

• In a large mixing bowl, combine warm milk, sugar, and yeast. Let sit for 5-7 minutes until frothy.
• Add melted butter, egg, salt, and flour. Mix until a dough forms, then knead for 5-7 minutes until smooth and elastic.
• Place the dough in a greased bowl, cover, and let it rise for 1-2 hours until doubled in size.

Prepare the Apple Pie Filling:

• In a saucepan over medium heat, melt butter and add diced apples, brown sugar, cinnamon, and nutmeg. Cook for 5-7 minutes until apples are softened.
• Mix cornstarch with water and stir into the apples to thicken the mixture. Set aside to cool.

Prepare the Cinnamon Roll Filling:

• In a small bowl, mix softened butter, brown sugar, and cinnamon to form a spreadable paste.

Assemble the Rolls:

• Roll the dough out into a 12×18-inch rectangle on a floured surface.
• Spread the cinnamon filling evenly over the dough.
• Sprinkle the apple pie filling on top.
• Roll the dough tightly from the longer edge into a log and cut into 12 equal pieces.

Bake the Rolls:

• Place the rolls in a greased 9×13-inch baking dish. Cover and let rise for 30 minutes.
• Preheat the oven to 350°F (175°C) and bake for 25-30 minutes until golden brown.

Prepare the Glaze:

• In a small bowl, whisk together powdered sugar, milk, and vanilla extract.
• Drizzle the glaze over warm rolls before serving.