In a large bowl, combine flour, sugar, salt, and yeast.

In a separate bowl, combine warm milk, melted butter.

Create a well in the center of the flour mixture and pour milk mixture and egg into the center.

With your mixer attached with the dough hook, or your hands, knead dough until it forms a ball and no longer sticks to the sides of the bowl.

Place dough in a well greased bowl and lightly cover with plastic wrap.

Let dough rest in a dark cool corner until it doubles in size, about 30 minutes.

While dough is rising, make apples.

In a medium sized saucepan set on medium heat, melt butter.

Add apples, brown sugar, and cinnamon and cook until the apples are soft, stirring often, for about 5-7 minutes.

Remove from heat and allow to cool completely.

When dough has doubled in size, punch down.

On a lightly floured surface, roll into a 16x9 inch rectangle.

Spread Caramel Sauce over dough.

Sprinkle with cooked apples and cinnamon.

Tightly roll the dough beginning with the long side.

Pinch together the edges.

Slice rolls evenly into 9 large or 12 medium sized rolls.

Place rolls into a lightly greased 9x13 inch pan.

Cover lightly with plastic wrap and allow to rise again while you are preheating your oven.

Preheat oven to 375 degrees.

Bake rolls for 15-18 minutes or until the centers are lightly golden brown in color.

Allow to cool while making the vanilla drizzle.

To make the vanilla glaze, combine powdered sugar, butter, vanilla, and milk. Whisk until smooth.

Drizzle caramel sauce and vanilla glaze over rolls if desired.