In the bowl of a stand mixer, whisk together the warm milk and sugar. Add in the active dried yeast and give it a quick stir. Set aside for 5-10 minutes, until foamy and doubled in size.
Add the eggs one at a time into the mixing bowl, then add in the olive oil. Once the mixture is creamy, slowly add in the flour. Knead the dough in the stand mixer on a low speed for 5-10 minutes, until smooth.
Place the dough into a lightly greased bowl and cover with a tea towel for 1-2 hours, or until doubled in size.
In the meantime, begin making the caramelized cinnamon apples by heating up the diced apples, cinnamon, and honey in a pan over medium high heat. Cook for 10 minutes, stirring frequently to prevent any burning. Allow the apples to cool completely.
Preheat oven to 350F.
Place the risen dough on a nonstick surface, then evenly cut it into 16 pieces. Flatten each piece, then fill with about 1 tablespoon of the caramelized apples. Wrap the dough around the caramelized apples and pinch/twist together at the end (watch video). Place seam-side down on the baking pan. Repeat with remaining dough pieces.
Cover the baking pan with a tea towel and allow the brioche rolls to rise for 20 minutes.
Brush with an egg wash and sprinkle with swedish sugar pearls.
Bake for 20 minutes, until golden brown.