In a large bowl, whisk together the flour, sugar, yeast, and salt. In a separate bowl, combine the melted butter, warm milk, water, egg, and vanilla extract. Pour the wet ingredients into the dry ingredients and mix until a soft dough forms.
If using a stand mixer, knead with a dough hook for 5 minutes until smooth and elastic. If kneading by hand, turn onto a floured surface and knead for about 8 minutes. The dough is ready when it springs back slightly when touched.
Place the dough in a lightly greased bowl, cover with plastic wrap or a damp kitchen towel, and let rise in a warm area for about 45 minutes, or until doubled in size.
While the dough rises, combine the diced apples, brown sugar, lemon juice, cinnamon, nutmeg, and ginger in a medium saucepan. Cook over medium heat for about 6-8 minutes, stirring occasionally, until the apples are slightly softened but not mushy.
Remove from heat and stir in the 2 tablespoons of butter until melted. Allow the mixture to cool completely before using.
After the dough has risen, punch it down gently and roll it out on a floured surface into a rectangle approximately 12×20 inches.
In a small bowl, mix the cinnamon and sugar for the coating. Brush the rolled dough with the melted butter, then sprinkle evenly with the cinnamon-sugar mixture, leaving a ½-inch border around the edges.
Drain any excess liquid from the cooled apple mixture and spread the apples evenly over the cinnamon-sugar layer.
Using a pizza cutter or sharp knife, cut the dough into 5 equal strips vertically. Stack these strips on top of each other, creating 5 layers of dough with filling. Then cut this stack into 6 equal portions.
Carefully transfer each portion into a greased 9×5-inch loaf pan, standing them up with the layers facing upward.
Cover the loaf pan loosely with plastic wrap or a kitchen towel and allow to rise for another 30 minutes in a warm place.
Preheat your oven to 350°F (175°C). Bake the bread for 30-35 minutes, or until golden brown on top. If the bread begins to brown too quickly, tent it with aluminum foil for the remaining bake time.
Allow the bread to cool in the pan for 10 minutes, then carefully remove to a wire rack.
If desired, whisk together the glaze ingredients and drizzle over the warm bread. For the most irresistible experience, serve while still warm when the layers pull apart with perfect, gooey ease!