Preheat oven to 350 degrees. Grease a 9 x 5 bread pan. In a skillet, cook apples, lemon juice, brown sugar, vanilla, butter, cinnamon & cornstarch until mixture is thickened. Set aside to cool. Heat the milk in a small saucepan until it bubbles; remove from heat. Add the butter and stir until melted; set aside. Put flour, yeast, brown sugar and salt in a bowl, mix well. Add the water, egg and milk/butter mixture. Mix until dough forms into a ball, kneading for about 5 minutes. On a l floured surface, roll dough into a rectangle. Evenly spread apple mixture over dough. Cut dough into even 3” squares.Stack 4 squares onto each other with spatula. Stack them side by side in pan until piles are used up. Bake 50 minutes. If top gets too brown, place foil over top and continue to bake. In a bowl, mix together powdered sugar and milk, cream or water until smooth. Remove bread from oven and pour on glaze. Pull apart and enjoy!