In a small saucepan, combine the milk and butter and place over low heat. Cook until the butter is melted and the milk just starts to warm, stirring constantly. Remove from heat and set aside.
In the bowl of a stand mixer with the paddle attachment, beat together the brown sugar, sour cream, ground cinnamon, salt, and egg. Add the milk and butter mixture and mix until just combined.
Add the yeast and mix again. Switch to the dough hook attachment and add the flour.
Beat until the dough forms a ball and comes off the sides of the bowl, about 7 minutes. Transfer the dough to an oiled bowl, cover loosely with plastic wrap and place in a warm spot until doubled in size, about 1 1/2 hours.
While the dough is rising, make the apple filling and pecan caramel glaze.
Place the apples in a medium-sized bowl. Add the cinnamon and sugar. Stir to combine. Allow the mixture to sit until the dough is ready.
In a medium saucepan combine the brown sugar, butter, and cream and bring to a boil. Stir it every so often so that it doesn’t burn. Cook for approximately 5 minutes until the mixture has thickened. Remove from the heat and stir in the vanilla and salt. Set aside to cool slightly.
Once the dough has risen, punch it down and transfer to a lightly floured surface. Cut the dough into 4 equal parts. Cut each part into 8 pieces (32 pieces). Roll each piece into a ball.
Place 2-3 pieces of apples in each piece of dough, seal, and form into a ball.
Melt the butter and combine the sugar and cinnamon in a bowl or onto a plate. Dip each dough ball in the butter and then roll in the cinnamon-sugar mixture, coating heavily.
Pour 1/4 of the caramel pecan glaze into the bottom of a bundt cake pan. Place 1/2 of the cinnamon-sugar dough balls into the pan. Pour 1/4 more of the caramel pecan glaze over the dough balls. Repeat with the remaining dough balls and the remainder of the caramel pecan glaze.
Cover the entire pan loosely with plastic wrap and place in a warm spot and allow it to rise until doubled in size, about 1 hour.
Heat the oven to 350℉. Bake the loaf for 30-40 minutes, until golden brown and the center is set.
Remove from the oven and allow to cool in the pan for 10 minutes, then transfer to a large platter or baking sheet, flipping to remove.
Serve and enjoy immediately.