In a large bowl, dissolve yeast in warm milk. Add the sugar, salt, butter, sour cream, eggs and 3 cups flour. Beat on medium speed until smooth, 3 minutes. Stir in enough remaining flour to form a soft dough (dough will be sticky). , Turn onto a floured surface; knead until smooth and elastic, 6-8 minutes. Place in a greased bowl, turning once to grease top. Cover and let rise in a warm place until doubled, about 1 hour., Meanwhile, in a large saucepan, combine the sugar, butter, egg and cinnamon. Cook and stir over medium heat until mixture is thick enough to coat the back of a spoon. Remove from the heat; gently stir in walnuts and apple. Cool completely., Punch dough down. Turn onto a lightly floured surface; divide into 4 portions. Roll each into a 12x10-in. rectangle. Spread filling to within 1/2 in. of edges. Roll up jelly-roll style, starting with a long side; pinch seams to seal. Place seam side down on greased baking sheets. Cover and let rise until doubled, about 30 minutes., Bake at 350° until lightly browned, 30-40 minutes. Remove from pans to wire racks to cool. Combine icing ingredients; drizzle over loaves.