Directions

• In a medium saucepan over medium heat, heat butter and milk until butter is melted. Remove from heat and stir in vanilla. Cool mixture to 115 to 125 degrees F.
• Meanwhile, in a small bowl, whisk 1 tablespoon of sugar with the warm water until dissolved. Whisk in yeast and let sit 5 to 10 minutes until foamy. (* it is possible to use fast rising yeast here in place of active dry yeast.  If so, do not soak the yeast in the warm sugared water, but include the dry yeast in the flour mixture in the next step.)
• In a large bowl, whisk remaining 3 tablespoons sugar with 2 cups of flour and salt until combined. Add butter-milk mixture, yeast and warm sugared water, and eggs. Stir with a spatula or wooden spoon until a dough forms.
• Add another 3/4 cup of flour and continue to stir until a smooth, but rather sticky dough forms (the final result will be a little stickier and looser than normal; this is OK, but if it’s so sticky as to be unmanageable continue to gradually knead in more flour).
• Shape dough into a loose ball in bowl, cover with a very thin coating of cooking oil, and cover bowl with plastic wrap. Place bowl in a warm place and let dough rise 1 to 1 1/2 hours until doubled. (see tip above recipe)
• Meanwhile, make the filling.  In a small bowl, combine sugar, cinnamon, and nutmeg.  Cut apples into thin (about 1/4-inch thick) slices. A mandoline works great here if you have one. Slices can be the full circumference of the apple, or if you halve the apple. Chop nuts.
• Punch down risen dough. Add remaining 2 Tablespoons of flour and knead into dough, either in the bowl or on a countertop. Let dough rest 5 minutes, covered with a clean kitchen towel.
• At this point, you can continue on or you can return the dough to the bowl, cover it with plastic wrap and refrigerate overnight – just let it sit out at room temperature for about 40 minutes the next day before rolling out the dough.
• Otherwise, proceed with rolling out the dough. On a lightly floured surface, roll the dough into a 20-by-12-inch rectangle.
• Brush dough with the melted butter for the filling, then sprinkle evenly with the sugar-cinnamon mixture.
• Use a pizza cutter or sharp knife (caution if you are doing this on a rolling mat) to cut dough north to south in 6 even strips. Stack strips on top of each other, and then cut the stack into 6 even stacks of squares.
• Line a 9-x-5-inch loaf pan with parchment paper, and spray with baking spray or brush with butter.
• Place dough squares vertically into the pan, inserting apple slices between every three or four pieces of dough. If you have full apple slices, one slice should fit perfectly; if you halved your apples, insert two slices in each interval. 
• Cover prepared loaf with a clean kitchen towel and let rise 30 to 45 minutes until doubled. (*note: if you need to do this in a warm oven, you’ll have to hold off on preheating the oven for the final bake in the next step.)
• Meanwhile, heat oven to 350 degrees F.
• In a medium bowl, combine all ingredients for streusel topping. Using a pastry cutter or your fingers, cut in cold butter until mixture resembles coarse crumbs. Refrigerate until ready to bake.
• Uncover the risen loaf. Sprinkle streusel evenly over top. Bake 40 minutes until top of loaf is a deep golden brown.  (Don’t rush it or the center won’t be baked through.)  
• Transfer baked loaf to a cooling rack and let cool 30 minutes in loaf pans. Then, carefully lift loaves out of pans, using parchment paper as handles.
• Serve warm or at room temperature. (Loaf can be stored, covered with plastic wrap, at room temperature up to 3 days.  Freeze for longer periods.)