Make the dough

1. In the bowl of a stand mixer, whisk together all of the dry ingredients.
2. Gently beat in the butter, vanilla, egg, and milk until a shaggy dough forms. Knead the dough until it’s smooth and soft (about 3 minutes). It will be slightly sticky.
3. Transfer the dough to a greased bowl, turning to coat. Cover and let rise until almost doubled in bulk (1½ to 2 hours).

Make the filling 

With ClearJel

1. In a small bowl, whisk together the sugar, ClearJel, salt, and cinnamon.
2. In a medium bowl, toss the grated apple with the lemon juice. Sprinkle with sugar mixture and mix well. Set aside.

With Cornstarch

1. In a small bowl, whisk together the sugar, cornstarch, salt, and cinnamon.
2. In a medium saucepan, combine the grated apple and lemon juice. Sprinkle with the sugar mixture and stir to combine. Cook over low heat, stirring frequently, until the apple releases its juice (2– 3 minutes). Increase the heat to medium and bring to a simmer. Stirring constantly, cook until the mixture thickens (1–2 minutes). It’s ready when you can draw a line across the bottom of the pan, and the liquid doesn’t fill in.
3. Remove from the heat and allow to cool to room temperature. Refrigerate if needed. 

Assemble the loaves

1.  Gently deflate the risen dough and turn it onto a lightly floured or greased work surface. Divide the dough in half.
2. Roll the first half into a 10″ x 12″ rectangle. Spread half the filling over the rolled-out dough, leaving a margin of ½” along all sides. If adding chopped nuts, sprinkle them evenly over the filling.
3. Starting with a long side, roll the dough into a log, sealing the edge. Slice the log in half lengthwise (Tip: dental floss works well).
4. Filled side up, place the two half-logs side by side on a well-greased or parchment-lined baking sheet. Working from the centre outward, twist the two half-logs together to form one loaf. Firmly pinch each end to seal.
5. Repeat with the second piece of dough.
6. Cover the twists lightly and set them aside to rise until puffy but not doubled in bulk (1–2 hours).

Bake and glaze the loaves

1. Preheat the oven to 350°F.
2. Bake the loaves until lightly browned (30–40 minutes); if they brown too quickly, tent with aluminium foil partway through. When the loaves are fully baked, a digital thermometer inserted into the bread (not the filling) will read 190°F.
3. Allow the loaves to cool for at least an hour.
4. Combine all of the glaze ingredients and mix thoroughly. Drizzle over the cooled loaves and serve.