Peel, core, and finely dice the apples.
Melt the butter in a saucepan over medium heat. Add the apples, maple syrup, brown sugar, cinnamon, and nutmeg.
Cook for 4 to 6 minutes, until the apples begin to soften.
Stir in the vanilla. Combine the flour and water, then add the mixture to the saucepan. Cook for another 1 to 2 minutes until slightly thickened.
Remove the apple filling from the heat and allow it to cool completely.
Bring the prepared bread dough to room temperature and gently roll it into an even rectangle.
Cut the dough into several roughly equal pieces.
Spoon a small amount of cooled apple filling onto each piece, leaving a little space around the edges.
Stack the filled dough pieces and place them into a greased 9 x 5-inch loaf pan.
Cover loosely and let the dough rise in a warm place until noticeably puffy.
Brush the top with melted butter.
Bake at 350°F for 35 to 45 minutes, until golden brown and fully cooked in the center.
Cool in the pan for 10 to 15 minutes, then transfer to a cooling rack.
Whisk together the powdered sugar, maple syrup, vanilla, and enough milk or cream to create a smooth glaze.
Drizzle the maple glaze over the warm bread and serve.