In a small bowl, combine warm milk and yeast. Let stand 10 minutes.
In the bowl of a standing mixer, fitted with the paddle attachment, mix the caster sugar, butter, buttermilk and egg at medium speed.
Reduce to low, add the yeast mixture, half of the flour and the salt. Continue mixing until incorporated.
Add the remaining flour and mix just until combined.
Remove the paddle attachment and fit the dough hook attachment.
Mix at medium speed until the dough becomes smooth and elastic, about 2 - 4 minutes. It should not be too sticky. Add more flour, if needed.
Remove from the standing mixer and transfer dough to a glass bowl. Loosely cover with a kitchen towel and leave to rise in a warm, dry place until doubled in size, 1 - 2 hours.
Prepare the filling while the dough rises. Add the apples and lemon juice to a large bowl and toss to combine. Set aside.
Heat the butter in a large skillet, over medium heat, until it turns brown and smells nutty.
Add the apples, sugar and cinnamon and mix well. Cook, covered, until the apples are tender, about 15 minutes. Stir occasionally to prevent sticking.
Add the vinegar and cook until the liquid is reduced by half.
Using a potato masher, smash up your apple filling until it’s only slightly lumpy and mostly creamy. Alternatively, you can allow it to cool then process the filling in a blender or food processor to get desired consistency.
When the dough has risen, gently punch it down and place on a floured surface. Roll into a large 24x12-inch rectangle.
Spread the filling evenly onto the dough (you may not use all of the filling).
Starting with one long side, slowly roll up the dough into a long, jellyroll style log. Cut into 1-inch rolls and place into a baking dish.
Loosely cover with a kitchen towel and leave to rise in a warm, dry place until the rolls have puffed, about 45 mins to 1 hour.
Preheat oven to 350 degrees.
Bake for 15 - 17 minutes until lightly golden. Let cool for 5 - 10 minutes before drizzling with the caramel sauce. Serve warm!