Prepare the dough: In a mixing bowl, combine warm milk, sugar, and yeast. Let it sit for about 5 minutes until frothy.
Add melted butter, egg, and salt into the yeast mixture. Gradually stir in flour, one cup at a time, until a soft dough forms. Knead on a floured surface for about 5-7 minutes until smooth.
Let it rise: Place the dough in a greased bowl, cover with a clean towel, and let rise in a warm place for 1 hour, or until doubled in size.
Prepare the filling: In a medium bowl, mix diced apples with brown sugar, cinnamon, and pecans (if using). Set aside.
Roll out the dough: Once the dough has risen, punch it down and roll it out on a floured surface into a rectangle (about 12x18 inches).
Assemble the rolls: Spread the apple mixture evenly over the dough. Roll the dough tightly from the long side to form a log. Cut the log into 12 equal slices.
Arrange in a baking dish: Grease a 9x13-inch baking dish and arrange the rolls inside, leaving some space in between. Cover and let them rise for another 30 minutes.
Preheat the oven to 350°F (175°C): While the rolls are rising, make the caramel sauce by combining butter, brown sugar, heavy cream, and vanilla extract in a saucepan over medium heat. Stir until the butter melts and the mixture is smooth.
Bake the rolls: After rising, pour the caramel sauce evenly over the rolls and bake for 25-30 minutes or until golden brown.
Cool and serve: Allow the rolls to cool slightly before serving. Drizzle any remaining caramel from the baking dish over the top.
Notes
Serve warm, garnished with additional apple slices or a dusting of powdered sugar for a touch of elegance!