In a large mixing bowl, combine all-purpose flour, warm milk, large egg, instant yeast, granulated sugar, vanilla sugar, and a pinch of salt. Mix until the dough begins to come together, then knead for about 5-10 minutes on a floured surface until smooth and elastic. Place in a greased bowl and let rise for approximately 1 hour.

While the dough rises, prepare the apple filling by dicing firm apples and sautéing in a skillet with butter, brown sugar, and cinnamon. Cook for 5-7 minutes until softened. Add cornstarch mixed with water and stir until thickened. Set aside to cool.

In another bowl, beat cream cheese with granulated sugar and vanilla sugar until creamy and smooth. Set aside.

Once the dough has risen, punch it down gently, divide into 9 equal balls, and let rest for 15 minutes.

Press each dough ball down to create a deep well in the center for filling.

Brush the edges of each indentation with egg yolk. Spoon cream cheese mixture and then cooled apple mixture into each well, topping with crumble.

Preheat oven to 180°C (350°F). Bake filled buns on a parchment-lined baking sheet for 20-25 minutes until golden brown.

Let cool slightly on a wire rack. Prepare glaze by mixing powdered sugar and milk until smooth. Drizzle over warm buns.