Make the brioche dough: Combine the warm milk and sugar. Add the melted butter and eggs. Mix until combined. Add the flour, yeast, and salt, and mix until a soft dough forms.
Knead until the dough is smooth and elastic. The dough should be soft and slightly tacky, but cohesive. Avoid adding extra flour unless necessary. Too much flour can make the buns dense.
First rise: Place the dough in a lightly greased bowl, cover, and let rise until doubled in size, about 1–2 hours depending on room temperature. The dough should visibly increase to about twice its original size rather than relying only on the clock.
Shape the buns: Punch the dough down and divide into 8 equal portions. Shape each into a smooth ball and place on a parchment-lined baking sheet. Cover and let rise until puffy. The buns should look noticeably lighter and fuller before you add the filling.
Prepare the apples: Place the sliced apples in cold water with a squeeze of lemon juice while preparing the filling. Drain well and pat the apples dry before using.
Make the filling: Beat the softened cream cheese, powdered sugar, vanilla and salt until smooth. Transfer to a piping bag or small zip-top bag.
Preheat the oven to 400°F (200℃).
Fill the buns: Gently press down the center of each bun with the bottom of a glass, creating a wide, shallow indentation while leaving a thick border of brioche around the outside. Do not flatten the entire bun.
Pipe the cream cheese filling into the center and arrange the apple slices over top.
Finish: Brush the exposed brioche with beaten egg and sprinkle with the toasted sliced almonds.
Bake: Bake for 15–20 minutes, until the brioche is golden brown, the almonds are lightly toasted, and the apples are tender.
Let the buns cool for a few minutes before serving. The cream cheese filling will be very hot straight from the oven.
Video
Notes
If measuring flour by volume, use the spoon-and-level method rather than scooping directly from the flour bag. Add 2/3 of the flour and more as needed. For the most consistent results, weigh 480 grams. If using active dry yeast, add it to the warm milk and allow it to proof (get bubbly) for 5-10 minutes. Milk should be (110°F/45°C).