In a large mixing bowl or stand mixer, combine the warm milk and yeast. Let it sit for 5-10 minutes until foamy. Then add sugar, melted butter, egg, and salt. Gradually mix in the flour, about half a cup at a time, until the dough starts to come together. Knead the dough on a floured surface for about 8-10 minutes until smooth and elastic, or use a dough hook for 5-6 minutes on medium speed. Place the dough in a lightly greased bowl, cover with a towel or plastic wrap, and let it rise for about 1 to 1.5 hours, until doubled in size.

While the dough is rising, combine the diced apples, brown sugar, cinnamon, melted butter, and vanilla extract in a bowl. Mix until the apples are well coated and the cinnamon sugar is evenly distributed. Set aside to let the flavors meld while the dough rises.

Once the dough has doubled, punch it down gently to release the air. Transfer it to a floured surface and roll it out into a large rectangle, about 12 by 16 inches. Try to keep the thickness even—about ¼ inch thick—so the rolls bake uniformly.

Brush the dough lightly with melted butter if you want extra richness. Spread the apple filling evenly over the surface, leaving a small border along the edges to prevent leaks. Starting from the long edge, carefully roll the dough into a tight log. Pinch the seam to seal it well.

Using a sharp knife or pizza cutter, slice the roll into 8-10 even pieces. Arrange the rolls cut-side up in a greased baking dish or lined sheet pan, leaving a little space between them to expand. Cover again and let rise for another 20-30 minutes until puffy.

Preheat your oven to 350°F (175°C). Bake the rolls for 20-25 minutes or until golden brown on top and cooked through. Remove from the oven and let cool slightly before drizzling with your optional glaze. To make the glaze, whisk powdered sugar with milk and vanilla until smooth and drizzle over the warm rolls.