In a mixing bowl, combine flour, warm milk, egg, yeast, sugar, vanilla sugar, and salt. Mix until dough forms, then knead for 5-10 minutes until smooth. Incorporate softened butter, cover, and let rise for 1 hour.

Peel and dice apples. In a skillet, melt butter then add apples, brown sugar, and cinnamon. Sauté for 5-7 minutes. Mix cornstarch slurry and add to apples until thickened. Cool completely.

In a bowl, whisk cream cheese, sugar, and vanilla sugar until smooth and creamy.

After rising, punch down dough and divide into 9 portions. Roll into balls and rest for 15 minutes. Press a floured glass into the center of each ball.

Preheat oven to 350°F. Brush egg yolk on the edges of each well. Fill with 1 tbsp cheesecake mixture and 1 tbsp apple mixture.

Mix cold butter, flour, and sugar until crumbly. Sprinkle over filled buns.

Bake for 20-25 minutes until golden brown and puffed.

Let buns cool slightly. Mix powdered sugar with milk for glaze and drizzle over warm buns.