Place the warm milk in a small bowl and sprinkle the yeast over the top until frothy.
In a large bowl, combine the flour, sugar and salt.
Cut in the cubed butter until crumbly.
Add the yeast mixture, cream and eggs to the flour/butter mixture and stir until a soft dough forms.
Refrigerate overnight (about 12 hours).
Punch down the dough and turn onto a lightly floured surface.
Divide the dough into 4 equal sections.
Roll each section into a 18" x 4" rectangle and cut into 4" x 1" strips.
To form the danish, place two strips together and twist. Shape into a ring and gently pinch the edges together. Transfer to a greased baking sheet. Repeat until there is no more dough strips left.
The danishes should be 2" a part to allow for rising.
Cover with a kitchen towel and let rise for about 45 minutes (in a warm place).
Preheat the oven to 350.
Using your pointer finger, gently push down in the middle of each danish to form a small indentation for the apple filling.
Top each danish with 1-1.5 Tbsp. of the apple filling.
Bake for 15-16 minutes until slightly browned.
Remove from the oven and transfer to a cooling rack.
While the danishes are cooking, make the icing by beating the powdered sugar, butter, vanilla, salt and cream until your desired consistency is formed.