Gather all the ingredients.

Preheat the oven to 200°F.

In a large mixing bowl, whisk together the warm milk and yeast.

Whisk the egg in a separate small bowl, then add it to the yeast mixture along with the melted butter and 2 tablespoons of sugar. Let the mixture sit for about 10 minutes or until it becomes frothy.

Mix in the flour, the remaining sugar, and the salt until a soft, sticky dough forms.

Lightly flour a clean surface with about 1/4 cup of flour. Knead the dough for 2 minutes, until smooth and elastic.

Lightly grease a large bowl with cooking oil and place the dough inside. Make sure the dough is lightly coated in oil, then cover it with a damp cloth.

Turn off the oven and place the bowl inside to let the dough rise for 30 minutes. To check if it’s ready, press two fingers into the dough. If the indentation stays, let it rise a bit longer.

After the first rise, punch down the dough to release the air. Cover it again and let it rest for another 30 minutes or until it doubles in size.

Cut the apples from the store-bought apple pie filling into pieces about ½ inch thick.

Mix the chopped apples with the brown sugar, melted butter, and cinnamon. Stir until everything is evenly coated.

Spread the apple pie mixture evenly over the dough.

Roll the cinnamon roll dough tightly from one long side and press the edge to seal.

Place the slices in a greased 9 × 13-inch baking pan, cover with a damp cloth, and let them rise for 30 minutes, or until doubled in size.

Preheat the oven to 350°F.

Uncover the rolls and bake for 35 to 40 minutes, or until lightly golden brown.

Remove the rolls from the oven and let them rest in the baking dish for 5 minutes.

Transfer them to a wire rack to cool completely before adding the frosting.

Whip together the cream cheese, powdered sugar, butter, and vanilla extract until smooth.

Add the milk and mix until the frosting is creamy and lump-free.

Drizzle the frosting over the warm rolls before serving. Enjoy your homemade apple pie cinnamon rolls!