In a Dutch oven over medium heat, melt butter. Add next six ingredients; stir to combine. Cook, covered, stirring occasionally, until apples have softened and released their juices, 10-12 minutes. With a slotted spoon, transfer apples to a 15x10-in. rimmed baking pan; spread into a single layer. Add cider to Dutch oven and bring to a boil; cook, stirring, until juices thicken and reduce to 1/2 cup, 10-12 minutes. Remove from heat; add vanilla extract. Pour over apple slices; cool completely. (Filling can be made 24 hours in advance and refrigerated.), For dough, dissolve yeast in warm water. Add milk, sugar, oil, salt and 1-1/4 cups flour. Beat on medium speed until smooth, 2-3 minutes. Stir in enough remaining flour to form a soft dough., Turn onto a floured surface; knead until smooth and elastic, about 6-8 minutes. Place in a greased bowl, turning once to grease top. Cover and let rise in a warm place until doubled, about 1 hour., Punch down dough. Turn onto a lightly floured surface. Roll into an 18x12-in. rectangle; spread apple mixture to within 1/2 in. of edges. Cut into twenty-four 3x3-in. squares. Make four stacks of six squares each; place stacks on edge in a greased 9x5-in. loaf pan. Cover and let rise until doubled, about 45 minutes. Meanwhile, preheat oven to 350degrees., Bake until well browned, 1-1/4 to 1-1/2 hours. For cider sauce, bring 3-1/2 cups cider and brown sugar to a boil. Cook, stirring, until sauce is reduced to 1 cup, about 25 minutes. For glaze, beat confectioners' sugar, cream cheese, 1/4 cup butter, 1 teaspoon vanilla and enough remaining apple cider to reach desired consistency., Add remaining butter and vanilla to cider sauce. Cook and stir until sauce is thickened. Cool slightly. Drizzle sauce and glaze over bread.