Add yeast to a large bowl and pour warmed milk over top. The milk should be warm to the touch. Too hot of a liquid will kill the yeast. Let it sit for 5 minutes. The yeast should start to froth up.
Add sugar and butter, and then add 4 cups of flour and salt. Knead until the dough comes together and cleans the side of the bowl. Add the remaining flour a tablespoon at a time if needed. Form the dough into a large ball.
Grease a large bowl and place the dough in. Cover with plastic wrap and leave it to double, about 1 hour.
Cinnamon Apple Butter Filling
In a small saucepan , combine apple, lemon juice, sugar, cornstarch, salt, and cinnamon. Whisk together over medium heat stirring frequently. The apples will start to lose their juices as they heat.
Simmer for 1-2 minutes to thicken the mixture. stirring continuously. Remove from heat and let cool.
Assemble
Grease a standard 9x5 inch loaf pan and line the bottom with parchment paper.
Punch down and roll the dough on a lightly floured surface, into a large rectangle, about 9x15 inches. Spread the cinnamon apple butter over the dough, leaving a 1 inch border around the bread.
Sprinkle pecans or walnuts over the cinnamon apple butter, if using. Roll from the short end, roll into a tight log.
Using a sharp knife, cut the log lengthwise, keeping one end attached. Twist the two pieces together and carefully place the bread in the prepared loaf pan.
Place loose plastic wrap over the bread and let it double in size, about 30 minutes. Preheat oven to 350°F (177°C).
Remove the plastic wrap and bake uncovered for 30-40 minutes until lightly browned and 190°F (88°C). If the loaf is browning too quickly, tent it with aluminum foil.
Cool the loaf on a wire rack for about 20 minutes. Remove from pan and allow it to cool completely before slicing into it.
Store leftover bread tightly wrapped up at room temperature for up to 2 days.
Notes
Don't add too much flour, which would end in a dense bread. Make sure to stop adding in flour when the dough is not sticking to the bottom of your mixing bowl, and is cleaning the sides of the bowl.
Let the dough double in size. If you are in a cool kitchen, it could take longer then an hour. In the winter I like to proof my bread dough in a warmed up oven. To do this, turn your oven on at 350°F (177°C). Let the oven start to heat up for 1 minute. Turn the oven off. The oven should just be slightly warm. Put your dough in the oven and close the door.
Like chunkier pieces of apples? Dice them instead of grating them.
The assembled loaf needs a second rise, so don't skip it. It might take less then 30 minutes, so check on it.