In a large mixing bowl, mix together the self rising flour, instant dried yeast, sugar, and salt (make sure to place the yeast and salt on opposite sides of the bowl as salt slows down the activity of the yeast).
In a small saucepan, heat the milk of choice until lukewarm - about 45°C/ 110°F.
Make a well in the center of the dry ingredients, and pour in the warm milk and oil. Mix together with a spatula.
Once a dough begins to form, tip out the contents of the bowl onto a floured work surface. Using your hands, bring together the dough, adding up to an extra ¼ cup of flour as necessary to bring the dough together. You want the dough to be slightly sticky, but knead-able.
To avoid adding extra flour, add some oil to the work surface. Knead the dough for 8-10 minutes with your hands, pushing the dough backwards and folding it over itself, rotating the dough 90 degrees clockwise and then repeating this motion. To test if the dough is ready, poke a finger into the dough. If the dough springs back, you're good to go!
Grease a clean bowl with a little oil and add the dough ball. Cover the bowl loosely with clingfilm and leave in a warm area to prove for 1 hour, until doubled in size.
Meanwhile, prepare the apple cinnamon filling by mixing together the butter, brown sugar, and cinnamon in a medium bowl. Peel and grate the apple, squeeze out as much juice as possible using a muslin cloth, and then stir the grated apple into the cinnamon mixture. Set aside.
Once the dough has doubled in size, roll it out into a rectangle measuring approximately 12" x 16" (30cm x 40cm) on a floured work surface.
Spread the filling evenly over the dough, leaving a 1 inch gap around the 2 long and 1 short edge. Tightly roll up the dough with the filing-topped short edge facing you, tucking the dough under itself to ensure a tight roll. Pinch the end of the dough using your fingers to seal it.
Using a sharp, flat-edged knife, slice the log into thirds, then slice each third into thirds to get nine rolls overall. Place the rolls into a baking dish leaving a small gap between each roll.
Cover the dish loosely with clingfilm and leave in a warm area to prove for 30 minutes. Preheat the oven to 180°C/ 350°F.
Bake the apple pie cinnamon rolls for 20 minutes, rotating the tray halfway through cooking to ensure even browning. Leave to cool.
Meanwhile, prepare the simple glaze by gradually mixing the water into the icing sugar until you have reached your desired consistency. Drizzle the glaze over the cooled cinnamon rolls. Enjoy!