Make the apple pie filling ahead of time. Combine all apple pie ingredients in a large pot and cook on medium-low heat for 10 to 12 minutes until the apples are softened. Stir constantly so the apples don’t stick or burn. Set aside to cool completely.
Make the dough: Add butter and milk to a microwavable measuring cup or bowl. Microwave for about 1 minute or until the butter is melted and it registers 110 degrees F on a thermometer. If the butter isn’t fully melted, whisk it into the milk until it melts.
Add yeast to the bowl of a stand mixer. Pour the butter and milk mixture over top while still warm. Whisk and let sit for about 1 minute.
Add flour, sugar, salt, and eggs to the bowl. Using a dough hook, turn the mixer to medium-low and mix for 5 to 7 minutes to form a ball that pulls away from the sides of the bowl. You can add more flour if it’s still sticky, but not more than an additional 1 cup. (I added about ¼ cup more flour.)
Take the dough out of the bowl, grease the bowl with a light splash of vegetable oil, and put the dough back in. Cover with a clean kitchen towel and set in a warm place for 10 minutes.
Get ready to roll the dough: Preheat oven to 350 degrees F. Grease a 9x13 baking dish. Mix brown sugar and cinnamon together for the cinnamon roll filling and set aside. Make sure your butter is softened to room temperature.
Flour a clean surface and roll the dough out until it’s about a ½ inch thick rectangle. You can do this in 2 batches by dividing the dough in half, if you’re limited on space.
For the cinnamon roll filling: Spread the softened butter over the dough and sprinkle with cinnamon sugar. Place the apple pie filling over top.
Starting with the long edge, roll the dough tightly to form a long log. Using a knife or unflavored dental floss, cut the log (or logs, if rolled in 2 batches) into a total of 12 even-sized cinnamon rolls.
Place the rolls into the greased baking dish, swirl-side up. Cover with the same dish towel and allow to sit in a warm, dry place for another 20 minutes.
Make the cream cheese icing: Clean the bowl of your stand mixer. Then, beat cream cheese, butter, and vanilla in the bowl with a paddle attachment until creamy. Add powdered sugar, salt, and milk. Then beat again until light and fluffy.
Bake cinnamon rolls for 23 to 28 minutes or until golden brown on top and cooked in the middle.
Spread the cream cheese icing over the rolls and serve warm.