In a large bowl, add yeast, 1 tsp (5g) sugar and ¼ cup (60ml) lukewarm milk. Let it rest for 5 minutes to activate the yeast.

Add the rest of the ingredients, flour, sugar and salt, the remaining milk, egg, vanilla extract and softened butter.

Start kneading for about 5-7 minutes.

The dough should be smooth and pull away from the sides of the bowl.

Transfer the dough into an oiled bowl and cover with plastic wrap.

Let the dough rest for about 1 hour at room temperature (warm space) until doubled in size.

Dice the apples and place them in a small skillet or saucepan.

Add lemon juice, cinnamon, sugar and water and place over medium-low heat.

Cook for about 15 minutes until tender.

Add cornstarch, stir to combine, and continue cooking until it thickens slightly.

Remove from the heat and let it cool.

Transfer the dough onto a floured surface.

Divide the dough into 12 equal pieces.

Shape each into a bun.

Place on a parchment paper-lined baking sheet.

Cover with a kitchen towel and let the buns rest for 15-20 minutes.

Meanwhile, preheat the oven to 350°F (180°C).

In a medium bowl, whisk together the cream cheese with powdered sugar, egg and vanilla extract.

Transfer to a piping bag fitted with a plain tip.

Press each bun using a glass dipped in flour to create a well for the filling.

You can use your fingers to shape the wells deeper if needed.

Divide the cream cheese filling between the buns.

Top with apple filling.

Brush the edges with beaten egg.

Bake the cream cheese buns for about 20 minutes or until nicely golden.

Transfer to a wire rack to cool slightly.

Dust with powdered sugar and enjoy!