In a large mixing bowl, combine the all-purpose flour, granulated sugar, and salt. Cut in the cold unsalted butter until the mixture resembles coarse crumbs.

Dissolve the active dry yeast in warm milk and add it to the flour mixture. Mix until a dough forms, then cover it with plastic wrap and refrigerate for at least 1 hour.

Peel and chop the apples into small pieces. In a separate bowl, combine the chopped apples with cinnamon and nutmeg.

Preheat your oven to 375°F (190°C) and line a baking sheet with parchment paper. Roll out the chilled dough on a lightly floured surface into a large rectangle.

Place the apple filling down the center of the dough, fold the sides of the dough over the filling, pinch the edges to seal, and shape it into a lovely oval on the baking sheet.

In a small bowl, whisk the egg to create an egg wash and brush it over the top of the dough. Bake for 25 minutes or until golden brown.

Remove from the oven and let cool. Prepare the glaze by mixing powdered sugar with vanilla extract until smooth and drizzle over the kringle.