Mix the flour, sugar, salt and yeast in a bowl. Add the milk, egg and butter, knead for approx. 10 mins. to form a soft dough, cover and leave to rise for approx. 1 hr. until doubled in size. Knead the dough once more, cover and leave to rise again for approx. 1 hr.
Mix the apple pieces, apple jelly and spices.
On a lightly floured surface, roll out the dough into a rectangle (approx. 40 x 50 cm). Spread the filling on top, leaving a border of approx. 1 cm all the way around. Roll the dough up from the long edge, without exerting pressure, cut it into 12 pieces using a bread knife. Place the rolls next to each other in the prepared dish, cover and leave to rise for approx. 30 mins.
Approx. 25 mins. in the centre of an oven preheated to 200°C.
Remove and allow to cool slightly.
Combine the apple jelly and icing sugar, glaze the warm apple rolls with the icing.