In a large mixing bowl, combine flour, sugar, salt, and yeast. Cut in butter until crumbly. Gradually add warm milk, mixing until soft dough forms. Chill for at least 1 hour.

Remove dough from fridge and roll into a rectangle about 1/4 inch thick on a floured surface. Smooth rough edges.

Spread apple pie filling along the center of the dough. Sprinkle with cinnamon, leaving space along the edges.

Fold edges over filling, sealing well to create a horseshoe shape. Place on a parchment-lined baking sheet.

Preheat oven to 375°F. Brush kringle with beaten egg. Bake for about 25 minutes or until golden brown.

Mix confectioners' sugar, vanilla, and a splash of milk for glaze. Drizzle over warm kringle after cooling slightly.