Warm your milk and butter together to just above body temperature, around 40°C. Be sure it is not too hot or it will kill the yeast! Stir in the sugar, then sprinkle the yeast on top of the liquid.
Place your flour and salt into the bowl of a stand mixer (you can use wooden spoon too).
Make a well in the centre, and then add in the egg and your milk mixture. Using your dough hook attachment, mix the dough together well until it starts to come away from the sides of the bowl, and climb up the dough hooks.
Remove from the mixing bowl and knead well on a floured surface for 5 mins. The dough should be soft but not too sticky.
Grease a large bowl with oil. Place your ball of dough in the bowl, coating it well with the oil on all sides. Cover with clingwrap and leave in a warm place for 1-2 hours, or until double in size. This is called “proving”.
In the meantime, prepare the apples. Peel, core and dice the apples into small pieces.
Sauté the diced apples with 2 tablespoons butter and 1 tablespoon brown sugar.
Cook for about 5 mins, until fairly soft but not too soft. Drain the apples and set aside in a bowl to cool.
Mix the remaining sugar and cinnamon together. Melt the remaining 2 tablespoons of butter.
Prepare your salted caramel sauce and set aside to cool.
Grease a large dish (20cm x 30cm) or 2 smaller dishes. Alternatively use a disposable foil tray.
When the dough has doubled in size, place on a floured surface. Roll out to a rectangle approximately 30cm by 50cm, with the long side close to you.
Brush with the melted butter, then sprinkle half the cinnamon sugar mixture over. Spread your cooled apple pieces over this, and then finish with the remaining cinnamon sugar mixture.
Carefully roll up the dough (long end to long end) into a long sausage, finishing with the seam side down. Use a serrated knife to trim each end, and then slice into 3,5cm wide pieces.
Place the rolls into the baking dish, leaving a little space in-between each one. Cover with clingwrap, then leave to rise for a second time until almost doubled, about 1 hour.
Preheat the oven to 160°C. Bake the cinnamon rolls for 30-40 mins, or until golden brown and no longer doughy.
Allow to cool for 10 mins, and then pour the salted caramel sauce over the buns and serve.