In a large mixing bowl, combine flour, sugar, yeast, and salt. Gradually add warm milk and melted butter, stirring until a sticky dough forms. Knead the dough on a floured surface for about 8-10 minutes until smooth and elastic. Shape it into a ball, place it in a greased bowl, and cover with a damp cloth. Let it rise in a warm spot for at least 2 hours, or until it has doubled in size.

After the initial rise, cover the bowl tightly with plastic wrap and transfer it to the refrigerator. Chill the brioche dough for at least 2 hours or overnight to enhance its texture and flavor.

In a saucepan, combine peeled and chopped apples, brown sugar, cinnamon, and a splash of water. Cook over medium heat for about 10 minutes, stirring occasionally, until the apples are tender and coated in a lovely syrup. Allow the filling to cool before using it in the rolls.

Once the dough has chilled, lightly flour your work surface. Roll out the brioche dough into a rectangle, approximately 1/4 inch thick.

In a small bowl, mix together brown sugar and cinnamon. Evenly sprinkle this mixture over the rolled-out dough.

Carefully spread the cooled apple filling evenly over the brown sugar mixture on the dough. Sprinkle toasted pecans on top.

Beginning with the long side of the rectangle, tightly roll the dough into a log. Cut the log into equal slices, about 1.5 inches thick. Place the rolls in a greased baking dish.

Cover the baking dish with a clean kitchen towel and let the rolls rise in a warm spot for about 30-45 minutes, or until doubled in size.

Preheat your oven to 375°F (190°C). Bake the rolls for approximately 25-30 minutes, or until they are golden brown on top.

Remove the rolls from the oven and let them cool in the baking dish for about 10 minutes. While they cool, mix cream cheese, powdered sugar, and vanilla extract until smooth. Drizzle or spread the frosting generously over the warm rolls.