In a large bowl, whisk together the flour, sugar, yeast, and salt.

In another bowl, combine the warm milk, melted butter, and egg. Then, mix both wet and dry ingredients until a soft dough forms.

Knead the dough on a floured surface for about 5-7 minutes until smooth and elastic.

Place the dough in a greased bowl, cover it with a clean cloth, and let it rise in a warm place for about 1 hour or until it doubles in size.

In a separate bowl, combine the softened cream cheese and powdered sugar. Mix until creamy and smooth.

In another bowl, mix the diced apples with cinnamon and brown sugar.

Once the dough has risen, roll it out on a floured surface into a rectangle about 1/4 inch thick.

Spread the cream cheese mixture over the rolled dough, and then layer the spiced apples on top.

Roll the dough tightly from the long side, and slice it into 12 equal pieces.

In a bowl, combine the oats, brown sugar, and cubed cold butter. Mix until crumbly.

Sprinkle the crumble over the tops of the sliced buns.

Preheat your oven to 350°F (175°C). Place the buns in a greased baking dish and allow them to rise for another 30 minutes.

Bake for 25-30 minutes or until golden brown.

Meanwhile, whisk together the powdered sugar and milk for the glaze.

Drizzle over the warm buns after they come out of the oven.