In a large bowl, mix together the flour, yeast, sugar, and salt. Warm the milk and add butter to melt. Pour into dry ingredients along with the beaten egg and mix until a soft dough forms. Knead for 5-7 minutes until smooth, cover, and let rise for 1 hour.

Peel, core, and dice the apples. In a medium saucepan, combine the apples, sugar, and cinnamon. Cook over medium heat for 5-7 minutes until tender. Remove from heat and let cool.

Beat together the softened cream cheese, sugar, and vanilla until smooth. Set aside.

Once the dough has risen, punch it down and roll to 1/4-inch thick. Spread the cheesecake filling evenly, then the apple filling. Roll tightly into a log and cut into 12 pieces. Arrange in a greased dish, cut side up.

In a small bowl, combine the flour, brown sugar, and cold butter until it resembles coarse crumbs. Stir in oats if desired. Sprinkle over buns.

Preheat oven to 350°F (175°C). Bake buns for 25-30 minutes until golden brown. Let cool for 10 minutes.

Whisk together powdered sugar and milk until smooth. Drizzle over buns and enjoy!