Combine and knead all ingredients. Add all the dough ingredients into the bowl of a stand mixer or bread machine. for 5-7 minutes, until soft and smooth. The dough should be soft, smooth and elastic.
Allow dough to rise once. Place dough in a clean, lightly-oiled bowl and cover with greased plastic wrap. Allow to rise in a warm place for 1 hour, until nearly doubled in size.
Shape and rise again. Turn dough out onto a clean counter and stretch into a 9 x 24-inch rectangle. Spread the apple filling in a thin layer. Fold down the top corners of the dough, then roll into a log. Pinch all seams shut and place seam side down into a greased loaf pan.
Second rise. Cover the loaf with greased plastic wrap and place in a warm place to rise again for an hour, until the dough has risen 1-2 inches above the edge of the pan. Brush with a beaten egg for extra shine. Towards the end of the rising time, preheat the oven to 375 degrees with a rack in the center.
Bake. Bake at 350℉ for 40 minutes until the loaf is deep golden brown. Turn out onto a cooling rack and allow to cool at least 2 hours before slicing. Refrigerate any leftovers after 1 day.
Notes
Don't slice until the loaf is cool! Use a very sharp knife as well.