Peel and cut the apples into small cubes. In a medium-sized pan, melt the butter over medium heat and add the cinnamon. Mix well.
Add the apples, brown sugar, vanilla extract, lemon juice, nutmeg, kosher salt, and water, and mix until well combined.
Reduce to medium-low heat, cover, and simmer for about 5 minutes.
Add the cornstarch and mix until there are no lumps of cornstarch visible. Set aside to cool.
In a bowl of a stand mixer, add the flour, dry yeast, and granulated sugar. Mix with a spoon until combined. Add the salt, and mix until combined.
Add the eggs, room temperature milk, vanilla extract, and cooled melted butter. Start mixing on low until the dough forms.
Increase the speed to medium and mix for at least 8 minutes or until the dough is smooth and silky.
Cover the bowl with plastic wrap and let the dough rise at room temperature for 1-2 hours or until it’s doubled in size (or even tripled in size).
Punch the dough down and transfer it to a clean floured surface. Sprinkle flour generously on the dough and roll it into a ¼-inch thick rectangle, making sure that the bottom of the dough doesn’t stick to the surface.
Spread an even layer of room-temperature butter (super soft). Top the butter with brown sugar and spread it evenly using your clean hands.
Sprinkle cinnamon on top of the brown sugar and spread it evenly using your hands.
Top it with the cooled apple pie filling and spread evenly it out with a spoon. Roll the dough tightly into a log and pinch the edges of the dough to keep the roll sealed tightly.
Use a serrated knife or unflavored dental floss and cut the rolls into 12 even rolls.
Place the rolls in a lightly greased 9x13 inch baking pan, cover with a towel and let the rolls rise until doubled in size.
Remove the towel, and bake the rolls in a 180c (350f) oven for 20-25 minutes or until the tops of the rolls are a bit browned. Don't overbake these so they won't dry out.