In the bowl of a stand mixer fitted with the dough hook attachment, combine the milk mixture, flour, water, sugar, apple juice, vanilla extract, cinnamon, and salt at low speed until the dough just barely comes together.

Add the butter in thirds, mixing well after each addition. Continue mixing until a soft smooth dough forms, and the dough pulls away form the sides of the mixing bowl. The dough should form a smooth solid mass of dough around the hook, which will take about 5 minutes. (You can do this by hand, as well, it will just take longer. Knead the dough until supple and smooth.)

Transfer the dough to a well-greased bowl, cover it, and allow to rise for 45 minutes at room temperature away from direct sunlight.

Turn the dough out onto a lightly floured surface and knead for 2 minutes. Divide it into three equal parts (it helps to use a kitchen scale if you have one, to ensure that the three pieces of dough are equal weight). Pat out each part into a rough rectangle shape, wrap in plastic wrap, and place them on a baking sheet lined with parchment paper. Refrigerate for 90 minutes.

In the bowl of a stand mixer fitted with the paddle attachment, beat together the butter, brown sugar, flour, egg, cinnamon, salt, and vanilla extract at medium-low speed until smooth. Cover and set aside.

Take one of the rectangles of dough and roll it out into a roughly 22 by 8-inch rectangle. Spread it with 1/3 of the cinnamon sugar filling, then roll it up along the longest edge as you would if you were making cinnamon rolls. Cover the roll in plastic wrap and place it in the refrigerator. Repeat with the remaining two rectangles of dough, and allow the rolled-up dough cylinders to chill in the refrigerator for 30 minutes.

Take one of the cylinders and roll it on a flat clean working surface, lengthening it with your hands until the cylinder reaches about 28 inches in length. Cut it in half vertically, and then cut it in half horizontally as well. and set the two long strips aside. Repeat with the other two cylinders.

To form the bread, it helps to follow the video in the post for visual guidance. Take two pieces of dough and twist them together, pinching the ends. Touch the ends together to form a circle, and pinch those together and place them on a baking sheet lined with parchment paper. Repeat this process with all the pieces of dough, using two baking sheets lined with parchment paper and three wreaths per sheet (they will expand a lot when baking).

Cover each of the baking sheets with a greased piece of plastic wrap and set them aside to rise for 1 hour at room temperature out of direct sunlight.

Preheat the oven to 375 degrees Fahrenheit. Use wet toothpicks to poke through the pinched ends of dough to secure them together. Place an apple half in the center of each wreath, lifting the wreath gently and pushing the apple up into place from below. Once the apple is in, you can push the toothpick into the apple a bit as well to really secure it in place.

Lightly brush the bread with the egg wash and bake it in the oven until deeply golden, about 40 minutes. Remove from the oven, remove and discard the toothpicks, and serve.