Dissolve yeast into hot water. While yeast is dissolving combine sugar melted butter, salt, and egg into a large bowl. Mix in two cups of flour and then mix in yeast + water mixture. Stir in warm milk to dough mixture. Mix in remaining flour until dough is easy to handle. The dough should be elastic but not sticky. Sprinkle flour over a large surface and knead for 5-10 minutes. Place in a large well-greased bowl (I sprayed mine with Pam) and cover with two clean dish towels without touching the dough. Place in a dry area for an hour to double in size.
Preheat oven to 350 degrees Fahrenheit. While dough is rising, heat a medium saute pan over medium-low heat and melt 2 tablespoons of butter. Add in apples, 1/2 cup of brown sugar, 1 teaspoon of cinnamon, and crushed pecans. Cook for 5-10 minutes or until apples have softened.
Punch down the dough and roll out into a large 15×9 rectangle on a floured surface. Spread evenly with apple pecan mixture, cubed butter, cinnamon sugar mixture, and roll (on the 15 inch side)! Cut slices about 1 1/2 inches thick and arrange close together in a greased casserole dish. Bake for 25-30 minutes or until lightly golden.