Mix flour, sugar, yeast, and salt in a stand mixer bowl. Add warm milk, eggs, and vanilla. Mix until combined.
Add butter gradually while kneading. Continue kneading for 15-20 minutes until smooth.
Let dough rise in an oiled bowl for 1-1.5 hours until doubled.
Meanwhile, cook diced apples with sugar, lemon juice, cornstarch, and cinnamon until thickened.
Roll dough into a 15x22-inch rectangle. Spread with cinnamon-sugar mixture, then apple filling.
Roll into a tight log and cut into 12 pieces. Place in greased 9x13 pan.
Let rise 45 minutes, then bake at 350°F for 28-30 minutes.
Top with cream cheese frosting while warm.