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

In another bowl, mix together flour, salt, sugar, and instant yeast. Create a well in the dry ingredients, pour in the wet mixture, and knead until forming a sticky dough. Cover and let proof for about 1 hour, until doubled in size.

While the dough is rising, prepare the apple filling. Peel, core, and dice apples. In a medium saucepan, melt butter, add apples, brown sugar, cinnamon, cornstarch, salt, and water. Cook for 10–15 minutes until apples soften and mixture thickens. Let cool completely.

After the dough has risen, punch it down and turn it out onto a floured surface. Roll the dough into a rectangle. Spread the cooled apple filling over the dough, avoiding edges. Roll tightly into a log and slice into 10 pieces.

Place the sliced rolls onto a lined baking sheet, allowing space between each roll. Cover and let rise for about 30 minutes until puffy.

Preheat your oven to 180°C (350°F). Bake the rolls for 20–30 minutes until golden brown. Optionally, sprinkle reserved apple filling on top before serving.