In a bowl, combine warm milk, sugar, and yeast. Let the mixture sit for about 5 minutes until foamy.

Add the egg, softened butter, and salt to the yeast mixture. Gradually mix in the flour until a soft dough forms.

Transfer the dough to a lightly floured surface and knead for 8–10 minutes until smooth and elastic.

Place the dough in a greased bowl, cover, and allow it to rise for about 1 hour or until doubled in size.

In a skillet over medium heat, cook diced apples with butter, brown sugar, cinnamon, nutmeg, and lemon juice until softened. Let cool slightly.

In a bowl, beat cream cheese, sugar, and vanilla extract until smooth.

Roll the dough into a rectangle. Spread the cheesecake mixture evenly over the dough, then add the apple filling.

Roll the dough tightly into a log and slice into 12 equal buns.

Place buns in a greased baking dish and allow them to rise for 30 minutes.

Bake at 350°F (175°C) for 20–25 minutes until golden brown.

Drizzle with glaze or caramel and sprinkle nuts if desired.

Serve warm for the best flavor and texture.