Whisk or sift together all of the dry ingredients.
Add the butter, vanilla, cinnamon, egg, yogurt and applesauce, mixing until a shaggy dough forms.
Let the dough rest for 30 minutes; this resting period allows the flour to absorb the liquid fully, making it easier to knead.
Knead the dough for about 10 minutes; it should feel slightly sticky and soft. Add a couple of tablespoons of water if the dough feels firm or dry. Place the dough in a greased bowl, turning to coat.
Cover the bowl, and let the dough rise until it's almost doubled in bulk, about 1 1/2 to 2 hours. The amount of time this takes will depend on the temperature of your kitchen.
Make the Filling
While the dough is rising, make the filling. Melt the butter in a pan, add the apple, cinnamon, brown sugar and walnuts. Saute until the apple is soft,
Add the raisins. Saute a few minutes, then cover and set aside.
Assemble the Loaf
Gently deflate the risen dough and turn it out onto a lightly floured or greased work surface. Fold it over once or twice to remove the excess gas. Divide the dough in half. Roll the first half into a 10" x 12" rectangle. Spread the filling over the rolled-out dough, leaving a 1/2" margin clear of filling along all sides.
Starting with a long side, roll the dough into a log, sealing the edge. Place the log, filled side up, on a well-greased or parchment-lined baking sheet. Roll out the second dough, sprinkle it with cinnamon, then roll up as the first. Keeping the filling side up, twist or "braid" the two logs together, working from the center to each end. Pinch the ends together. Cover the twist lightly, and set aside to rise for 1 to 2 hours.
Bake the loaf in a preheated 350 °F (177 °C) oven for 30 to 35 minutes, until it is lightly browned. Check the loaf after 20 minutes and tent with aluminum foil if it's browning too quickly around the edges. Remove the bread from the oven and allow it to cool for about 1 hour before glazing and serving.
Make the Glaze
Mix together all of the glaze ingredients. Drizzle over the loaves or rolls once they're cool.
Notes
If you are allergic to nuts, omit the walnuts, and don't use a nut based oil to oil your bowl to rest the dough.
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