Heat milk. Transfer 1/2 cup of the milk to a bowl. Add sugar and stir. Sprinkle yeast on top. Let it rest until yeast becomes foamy, about 10 minutes.

In the bowl of an electric mixer, combine proofed yeast with the rest of the milk, butter, salt and egg. Whisk with 1 cup of the flour. Add 2 more cups of flour and knead for 10 minutes until the dough is smooth and elastic, adding up to an additional 1/2 cup of flour as necessary.

Transfer to a lightly greased bowl. Cover with plastic wrap sprayed with non stick spray and a kitchen towel. Leave to rise until doubled in size, about 1 hour.

Meanwhile, make the filling.

In a skillet, fry the bacon until it starts to brown.

Add onions and cook on medium heat for about 3 minutes, until they start to change color and caramelize. Add apples and spices. Cook for another 3 minutes.

Turn off heat and add cheese. Stir to combine until cheese is melted.

Spray a baking tray with non stick spray.

Divide the dough in half.

On a lightly floured board, roll out half the dough into a rectangle, Using a pizza cutter, divide into 8 pieces. Put a little filling in the middle of each piece.

Roll up like a burrito, folding in the edges as your roll. Pull some dough around the sides so that it is well sealed all around. Place seam side down on baking tray. Repeat with the other half of the dough.

Cover with a kitchen towel and leave to rise for 30 minutes.

Preheat oven to 350 F.

Brush with egg wash. Bake for 40 minutes, Leave to cool.