Prepare the Dough:
In a large mixing bowl, combine the flour, sugar, and salt. In a separate bowl, dissolve the yeast in the warm water and let it sit for 5 minutes until bubbly. Add the warm milk, melted butter, vanilla extract, and egg to the yeast mixture. Gradually add the wet ingredients to the dry ingredients, stirring to combine until a dough forms.

Knead the Dough:
Turn the dough onto a floured surface and knead for about 6-8 minutes, until it’s smooth and elastic. Add a little more flour if the dough is too sticky. Place the dough in a greased bowl, cover it with a clean kitchen towel, and let it rise in a warm place for about 1 hour, or until doubled in size.

Make the Apple Filling:
While the dough is rising, prepare the apple filling. In a medium bowl, combine the diced apples, brown sugar, ground cinnamon, and melted butter. If you prefer a thicker filling, mix in the cornstarch to help absorb any excess liquid from the apples. Set aside.

Roll Out the Dough:
Once the dough has risen, punch it down and transfer it to a lightly floured surface. Roll the dough out into a rectangle, about 12 x 8 inches in size.

Add the Filling:
Evenly spread the apple filling over the rolled dough, leaving a small border around the edges. Sprinkle the cinnamon-sugar topping over the apple mixture.

Roll and Shape the Bread:
Starting from one long edge, carefully roll the dough into a log, pinching the edges to seal it. Place the rolled dough seam-side down in a greased 9×5-inch loaf pan. Tuck the ends of the dough under the loaf to ensure it fits neatly.

Second Rise:
Cover the loaf with a clean kitchen towel and let it rise for another 30-45 minutes, or until it has risen slightly above the top of the loaf pan.

Bake the Bread:
Preheat the oven to 350°F (175°C). Bake the bread for 30-35 minutes, or until the top is golden brown and the bread sounds hollow when tapped. If the bread starts to brown too quickly, cover the top loosely with aluminum foil and continue baking.

Cool and Serve:
Remove the bread from the oven and let it cool in the pan for 10 minutes. Then, transfer the bread to a wire rack to cool completely. Slice and serve once cooled.