Step 1: In a large bowl, whisk together the warm milk, granulated sugar, and yeast. Let it sit for 5-10 minutes until foamy.
Step 2: Add the melted butter and egg to the yeast mixture. Gradually stir in the flour and salt until a dough forms.
Step 3: Knead the dough on a lightly floured surface for about 7 minutes or until smooth and elastic. Place in a greased bowl, cover, and let rise for 1 hour.
Step 4: In a small bowl, mix the brown sugar and cinnamon. Prepare your diced apples.
Step 5: Punch down the risen dough and roll it out into a 12x18 inch rectangle on a floured surface.
Step 6: Brush the dough with 2 tablespoons of melted butter, leaving a 1-inch border. Sprinkle the cinnamon sugar and diced apples evenly over the buttered surface.
Step 7: Roll the dough tightly starting from the short end. Pinch the seams to seal and place in a greased 9x5 inch loaf pan.
Step 8: Cover and let rise for another 45 minutes. Preheat your oven to 350°F (175°C).
Step 9: Bake for 40-45 minutes until the loaf is golden brown and sounds hollow when tapped. Let cool completely before slicing.