Make the dough: Whisk warm milk, yeast, and sugar. Let sit for 5 minutes. Add butter, egg yolks, salt, and flour, then mix.
Knead the dough: Knead with a mixer or by hand for 6-8 minutes until soft and slightly tacky. If sticky, add small amounts of flour.
First rise: Let the dough rise in a greased bowl for 3-4 hours, until it doubles in size.
Prepare filling: Cook apples in butter for 3 minutes, then mix cinnamon filling ingredients separately.
Shape the dough: Roll the dough, spread the filling, add apples, roll into a log, and twist into a figure 8.
Second rise: Let it rise in the loaf pan for 1-1.5 hours, until puffy.
Bake: Add crumble topping, poke holes, and bake at 350°F for 60-65 minutes.