Prepare the Dough: In a large mixing bowl, combine flour, sugar, yeast, and salt. Cut in cold butter until resembling coarse crumbs. Gradually add warm milk and egg, mixing until a soft dough forms. Knead gently on a floured surface, wrap in plastic wrap, and chill for at least 1 hour.

Shape the Kringle: Preheat oven to 375°F. Roll out dough into an oval shape, about ¼ inch thick. Transfer to a lined baking sheet.

Fill: Spread apple pie filling down the center of the dough, leaving a 1-inch border. Fold dough over filling, sealing edges firmly.

Bake: Bake for 25-30 minutes until golden brown. Cool slightly on a wire rack.

Add Glaze: Whisk powdered sugar and vanilla extract in a small bowl. Drizzle over warm kringle and let set before slicing.