Activate Yeast – Mix warm milk, sugar, and yeast. Let it sit until foamy.
Make Dough – Combine yeast mixture with butter, vanilla, eggs, flour, and salt. Knead until smooth.
First Rise – Let the dough rise in a greased bowl for 1 hour, until doubled in size.
Cook Apple Filling – Sauté apples with sugar, cinnamon, and nutmeg. Thicken with flour and cool.
Make Cinnamon Filling – Mix brown sugar and cinnamon in a bowl.
Roll Dough – Punch down dough and roll into a 12x18-inch rectangle.
Add Fillings – Spread butter, sprinkle cinnamon-sugar, and top with apple mixture.
Roll and Slice – Roll into a log, cut into 12 rolls, and place in a baking dish. Let rise 30 minutes.
Bake – Bake at 350°F for 25–30 minutes until golden. Cover with foil if browning too fast.
Make Frosting – Beat cream cheese, powdered sugar, butter, vanilla, and cream until smooth.
Frost and Serve – Cool rolls slightly, frost generously, and serve warm.