This is an old recipe I found quite a few years ago and make quite often. It takes a few steps and some time, but is amazing when it comes out of the oven!
1 Tablespoon yeast
1 cup warm milk
1/2 cup butter, melted, divided
2/3 cup plus 2 tablespoons sugar, divided
1 teaspoon salt
3 1/2 cups flour
1 large apple, peeled and chopped
1 teaspoon cinnamon
1 cup powdered sugar
1/2 teaspoon vanilla
4 teaspoons hot water
In a mixing bowl, dissolve the yeast in the warm milk. (I just heat the milk in the microwave for about 30 seconds.) Add 2 tablespoons butter, egg, 2 tablespoons sugar, salt, and 2 cups of flour. Slowly add remaining flour and knead with mixer for 6-8 minutes. (If you don't have a mixer, knead by hand on a floured surface.)
Place dough in a greased bowl, cover, and let rise in a warm place for about 1 hour.
When doubled, punch dough down and separate in half. Then separate each half into 16 pieces--you will have 32 pieces in all when done.
Meanwhile, chop your apple into small pieces and add the cinnamon and 2/3 cup sugar. Stir in a bowl until sugar is dissolved.