Spray a 10-inch round cake pan or a 13x9-inch sheet pan with cooking spray.
For rolls: Lightly punch down Cinnamon Roll Dough. Cover and let stand for 5 minutes. Turn out dough onto a lightly floured surface, and roll into an 18x12-inch rectangle.
In a small bowl, combine brown sugar and cinnamon. Spread butter onto dough, and sprinkle with sugar mixture, leaving a ½-inch border on one long side. Top with chopped apples. Then Brush egg over side of dough without filling.
Starting with one long side, roll dough into a log, pinching seam to seal. Trim ends. For round cake pan, slice into 10 rolls; for sheet pan, slice into 12 rolls. Place in prepared pan. Let rise in a warm, draft-free place (75°) until puffed and rolls are touching, about 30 minutes.
Preheat oven to 350°F. (We recommend placing a sheet of aluminum foil on top of bottom rack.)
Bake until a wooden pick inserted in center comes out clean, about 25 minutes. Let cool in pan for 10 minutes. Remove from pan.