In a bowl mix together the flour, baking powder and salt.
In a separate bowl mix the butter on high speed until creamy. This will take about 1 minute. Add the sugar and mix again on medium speed for about 2 minutes, until completely incorporated and smooth. Bring in the vanilla extract and egg. Keep mixing until everything is combined, for 1 minute.
Mix in the dry ingredients on low speed. You will get a thick dough which will be ready to roll. Divide the dough into 2 equal parts.
Whisk together the sugar and cinnamon for the cinnamon filling.
Line the working surface with a silicone mat or a piece of parchment paper. Flour it well. Roll each half into a 9x7’’ rectangle. Brush each rectangle with 1 tablespoon of melted butter and spread half of the cinnamon mixture.
Slowly begin to roll up the rectangles to create two logs. If you see cracks, smooth them with your fingers. Wrap the logs tightly in plastic foil and take them to the fridge for at least 2 hours.
Meanwhile, prepare the apple filling. Slice the apples, drizzle the melted butter and sprinkle cinnamon and sugar. Toss to coat and set aside.
Preheat the oven to 350F. Grease a baking dish with a bit of butter and set aside.
Cut the logs into slices and arrange half of them on the bottom of the dish, making sure you place them stuck to one another. Add the filling and top with the remaining rolls.
Brush with beaten egg.
Bake for 30-35 minutes or until the top crust becomes golden.
Allow to chill before cutting it.