• Heat oven to 200°F | 100°C.

FOR THE YEAST:

• Combine the warm milk together with the yeast, 2 tablespoons of the sugar and melted butter in a large bowl. Allow to stand for 10 minutes until frothy.

FOR THE ROLLS:

• Add the whisked egg to the milk mixture. Add in EXACTLY 3 1/2 cups flour, the remaining sugar and salt, and mix until a soft dough forms (the dough will be really sticky). Turn out onto a lightly floured surface (I use 1/4 cup of flour to lightly dust my bench top). Knead until smooth and elastic (about 2 minutes kneading), occasionally rolling into the flour on your bench top to prevent the dough sticking to your fingers.
• Lightly coat a large bowl with cooking oil spray and transfer the ball of dough to the bowl, turning once to coat in the oil. Cover with a damp towel. TURN OVEN OFF and transfer bowl of dough to the warm oven. Allow to rise for 30 minutes. (To check if dough is ready, gently press two fingers into dough. If an indentation remains, dough has not risen enough.) Punch dough down; cover and let rest for an additional 30 minutes or until doubled in size.
• While dough is resting, dice the apples FROM THE CANNED apple pie filling into 1/2-inch cubes. Alternatively, make your own!

  Heat a large pot over medium heat. Add the apples, sugar, butter, cinnamon and vanilla; stir until butter is melted and apples are fully covered in all of the ingredients. Cover; reduce heat and allow to simmer gently, until apples are softened.
  

  Allow to cool slightly before using.
• Roll out dough onto a lightly floured surface, into a 21-inch x 14–inch rectangle. Brush the melted butter over the dough and sprinkle evenly with brown sugar and cinnamon. Gently rub the cinnamon mixture into the butter. Sprinkle the apple pie mixture evenly over the cinnamon (it won’t be completely covered, but that’s ok). Beginning at one long side, roll up dough tightly like a jelly-roll; then gently pinch the seam down to seal. Trim the ends for even slices, and cut dough into 12x 2-inch slices.
• Arrange the rolls in a lightly greased 9x13-inch baking dish. Cover with the damp towel and allow to rise for a further 30 minutes or until doubled in size.
• While dough is rising, preheat oven to 175°C | 350°F.
• Uncover rolls; bake for 35-40 minutes, or until lightly golden. Cool slightly before frosting.

FOR THE FROSTING:

• Prepare icing while rolls are baking. Beat together the cream cheese, butter, milk and vanilla until smooth and creamy. Beat in the powdered sugar until lump free. Drizzle over rolls. Serve warm.