Add all of the ingredients, including the tangzhong, into the bowl of a stand mixer fitted with the dough hook attachment.
Knead the mixture on medium-high speed for ~15-20 minutes. The dough is ready when it is no longer sticking to the sides or bottom of the bowl, and passes the windowpane test.**
Once the dough is done kneading, shape the dough into a ball and place it back into the mixing bowl. Cover the mixing bowl with plastic wrap, and place it in a warm area to rise until doubled in size (~1 hr.)***
If you are making your own apple pie filling, make it now while the dough is rising.
Once the dough has finished rising, lightly punch it down to remove any excess air in it. Transfer the dough to a clean and lightly floured surface, then roll it out to a 12″ x 16″ (30 x 40 cm) rectangle. If the dough keeps springing back a lot while rolling it out, let it rest for 5 minutes before continuing.
Spread the apple pie filling evenly over the dough. From the longer side, roll up the dough into a tight long. Use a sharp knife or floss to cut the dough into 6 even pieces.
Transfer the rolls to a lightly buttered and/or lined eighth sheet pan**** Lightly cover the pan with a towel, and let the rolls rise in a warm environment until doubled in size (~30 minutes).
Preheat the oven to 350°F / 175°C.
(Optional, for browning) Make an egg wash by whisking together an egg with 1 tbsp. milk, then brush it over the rolls.
Bake for 20-25 minutes, until the tops of the rolls are golden brown and the internal temperature of the rolls has reached 190°F / 88°C.