Remove the top quarter of each apple and hollow the fruit out using a small spoon. Cut the apple tops into small pieces.
Transfer the inside of the apple to a bowl and puree it into a smooth apple sauce.
Fill the hollowed-out apples with the sauce.
Roll the wheat dough out on a chopping board. Mix the sugar with the cinnamon and sprinkle it on the dough. Add the pieces of apple on top and grate on the cold butter.
Roll up the dough and cut it into 6 equally-thick slices using a large knife.
Insert the rolls into the hollowed-out apples and brush on some egg yolk.
Bake the apple and cinnamon rolls at 350°F for 30 minutes.
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