In a medium bowl, combine lukewarm milk, 1/4 cup sugar, and yeast. Let it sit for 10-15 minutes until foamy.
In a stand mixer bowl, mix flour, salt, and remaining sugar. Add the milk mixture and eggs, mix on low for 2-3 minutes. Increase speed and mix for 5 minutes. Gradually add butter and mix for 7-10 minutes until smooth. Shape into a ball, cover, and refrigerate for at least 2 hours or overnight until doubled.
Melt 1/4 cup of butter in a skillet, add diced apples, sugar, cinnamon, and salt. Cook until tender, about 3-5 minutes. Add corn starch and cook until thickened. Chill in a container.
Preheat oven to 350°F (180°C). Toast pecans on a lined sheet pan for about 10 minutes until browned. Set aside.
In a bowl, mix 3/4 cup butter, brown sugar, cinnamon, and salt until well combined.
Grease a baking dish. Roll out the dough into a rectangle. Spread the brown sugar filling, followed by the apple filling and chopped pecans. Roll into a tight spiral. Cut into pieces and place on a baking sheet. Let rise for 45 minutes.
Preheat the oven to 350°F (180°C). Bake the rolls for 35-40 minutes until golden brown. Let them cool for 15 minutes.
In a bowl, mix butter and cream cheese until combined. Add powdered sugar, cream, and salt, whipping until fluffy. Spread over warm cinnamon rolls.
Notes
For a quicker option, you can use store-bought dough and apple pie filling.