Make the Dough

1. Add the bread flour, sugar, instant yeast, and salt to a large mixing bowl. Pour in the lukewarm milk, Greek yogurt, egg, and melted butter.
2. Mix until a rough dough forms, then knead for about 12 to 15 minutes, until the dough is smooth, elastic, and slightly tacky. It should feel soft without being wet or stiff.
3. Divide the dough into 12 equal pieces, about 80 grams each. Shape each piece into a smooth ball, place them on a lightly floured surface or tray, and cover.
4. Let the dough rise for about 1 to 1½ hours, or until the balls have roughly doubled in size.

Cook and Cool the Apple Filling

5. Melt the butter in a large skillet over medium heat. Add the diced apples, brown sugar, maple syrup, cinnamon, allspice, and nutmeg.
6. Cook for 2 to 3 minutes, stirring often. The edges of the apple pieces should begin to soften, but the fruit should still look distinct rather than mushy.
7. Stir the cornstarch and water together in a small bowl until smooth. Add the slurry to the apples and cook for about 1 minute, until there is no loose liquid in the skillet and the apples are coated in a thick sauce.
8. Remove from the heat and stir in the vanilla. Transfer the filling to a wide, shallow dish and let it cool completely.

Fill and Shape the Rolls

9. Work with one dough ball at a time and keep the remaining pieces covered. Roll each piece into a circle about 7½ inches wide.
10. Spread about 55 grams of cold apple filling over one half of the circle, leaving a narrow clean border around the edge.
11. Fold the unfilled half over the apples to form a half-moon and lightly press along the curved edge.
12. Place a chopstick or another thin, straight guide along the center of the folded dough. Make 5 evenly spaced cuts on each side, stopping at the guide so the center remains connected.
13. Starting at one end, bring one strip from the left across the center, then one from the right. Continue alternating sides without stretching the dough excessively.
14. Tuck the final pieces underneath, gently remove the guide, and place the shaped roll on a parchment-lined baking sheet. Repeat with the remaining dough and filling.

Proof and Bake

15. Cover the shaped rolls loosely and let them rise for about 30 to 45 minutes, or until noticeably puffy.
16. While the rolls are completing their final rise, preheat the oven to 350°F (175°C).
17. Whisk the egg and milk together, then lightly brush the tops of the rolls with the egg wash.
18. Bake for 20 to 25 minutes, checking from 20 minutes, until the rolls are well risen and golden brown.
19. Let the rolls cool for 5 to 10 minutes before glazing.

Add the Vanilla Glaze

20. Whisk the powdered sugar, milk, vanilla extract, and salt together until smooth.
21. If the glaze is too thick to drizzle, add a little more milk, about ½ teaspoon at a time.
22. Drizzle the glaze over the slightly warm rolls and let it set for a few minutes before serving.