In a small bowl, combine together warm water and 1 teaspoon of granulated sugar. Sprinkle 1 package of the yeast over the top and set aside for about 5 minutes.
In the mixing bowl of a stand mixer (with a dough hook attached), add all-purpose flour, salt, granulated sugar, melted unsalted butter, an egg, whole milk, vanilla extract, and yeast mixture. Mix it on a low speed until combined, then switch to a medium speed and knead for about 5 minutes until the dough is smooth.
Grease a large bowl with a tablespoon of vegetable oil. Place the dough in the greased bowl, turn it around so the oil covers all the sides, cover with plastic wrap and place it in a warm place to rise for 2 hours.
While the dough is rising, make the filling. In a preheated large skillet on a medium/high heat. Add a tablespoon of butter, diced apples and orange zest. Mix it and add apple cider. Bring it to boil, then reduce the heat to medium/low, cover with a lid and simmer for 10 minutes until the apples are soft. When done, drain them through a fine sieve and put soften apples aside to cool off.
When the dough has risen and doubled in size, roll it out on a floured surface into a rectangle. Spread over 4 tablespoons of softened butter and sprinkle over the cinnamon/sugar mixture evenly. Mix apple mixture with a tablespoon of all-purpose flour and spread it evenly over the cinnamon/sugar.
Roll into a log lengthwise, starting from one end to the other. Using a sharp knife, cut it into 12 even slices and put them side down in a buttered 9×13 baking pan. Cover with plastic wrap and put it in a warm place to rise for 30-40 minutes.
Preheat the oven to 350°F. When the cinnamon rolls has risen, brush them with 1 tablespoon of melted butter and bake for 35 minutes or until golden brown and baked inside.
While they are baking, mix cream cheese, butter, powdered sugar, vanilla extract in a mixing bowl, and using a fork, mix it together until well combined. Add some milk until you get a slightly runny glaze consistency.
When the Apple Pie Cinnamon Rolls are baked, spread the glaze over and enjoy!