Cook the apple filling

• Heat the diced apples, butter, brown sugar, lemon juice, cinnamon and nutmeg over medium heat until juicy and simmering.
• Mix the cornstarch with the cold water to make a slurry and stir it slowly into the apples.
• Cook until thickened and jammy, then transfer to a heat-safe bowl, stir in the vanilla and let cool.

Make the dough

• Combine the warm milk, granulated sugar and instant yeast (if using active dry yeast, stir and let sit 5-10 min until foamy).
• Add the egg, egg yolk and melted butter and mix, then stir in the salt and flour until a soft dough forms.
• Knead the dough for 8-10 min.

Let the dough rise

• Place the dough in a lightly greased bowl and cover.
• Let rise until doubled in size.

Make the cinnamon filling

• Mix the softened butter, brown sugar and cinnamon until combined and spreadable.

Shape the rolls

• Roll the dough into a large rectangle on a lightly floured surface.
• Spread the cinnamon filling evenly over the dough, then add a layer of apple filling, keeping at least a third of the apple filling for topping.
• Slice into 8 strips and roll each one up, or roll the whole rectangle tightly and cut into 8 pieces.

Second rise

• Place the rolls in a greased 9x13 pan, cover and let rise.

Bake

• Pour the warm heavy cream over the rolls right before baking.
• Bake at 175 °C until golden.

Make the icing

• Beat the cream cheese and butter together until smooth.
• Beat in the powdered sugar, vanilla and salt until fully combined.

Finish and serve

• Spread the icing over the warm rolls.
• Top with the leftover apple filling and enjoy.