In large mixing bowl, combine 2½ c. of flour and yeast. Set aside.
In medium saucepan, heat and stir milk, ¼ c. sugar, ¼ c. butter and salt just until warm (120-130°) and butter almost melts.
Add milk mixture to flour mixture, then add egg. Beat with an electric mixer 30 seconds, scraping sides of bowl. Beat on high speed for 3 minutes. Using a wooden spoon (or heavy duty mixer such as a Kitchen Aid) stir in as much of the remaining flour as you can.
Turn the dough out onto a lightly floured surface. Knead in enough of the remaining flour to make a moderately soft dough that's smooth and elastic (3-5 minutes). Shape dough into a ball. Place dough in lightly greased bowl, turning once to grease the surface. Cover; let rise in a warm place until doubled, 45-60 minutes.
Make filling by combining ½ c. sugar, ¼ c. flour and cinnamon. Cut in ½ c. butter or margarine until mixture resembles coarse crumbs.
Punch down dough. Turn dough out onto a lightly floured surface. Cover and let rest for 10 minutes.
Grease TWO 13x9x2-inch baking pans; set aside.
Roll the dough into a 24x16-inch rectangle. Sprinkle with filling, apple and nuts. Roll up from long side, jelly-roll style. Pinch to seal edge. Cut into 12 rolls.
Make Caramel Syrup:
In saucepan, melt butter or margarine. Stir in brown sugar and corn syrup. Cook and stir over medium heat until sugar melts. Remove from heat.
Pour caramel syrup into prepared baking pans (half in each pan). Place cut rolls in pan. Cover and let rise for about 45 minutes or until nearly doubled. Bake uncovered in a 350° oven for 40 minutes or until lightly browned and rolls sound hollow when lightly tapped (place baking sheet under baking pan to catch any drips).