Adapted from keyingredient.com
Preheat the oven to 350 degrees Fahrenheit.
Make the Apple Filling: Peel, core, and slice the apples into thin slices, then cut the slices in half. Toss the apple pieces with the sugar, cinnamon, and lemon juice. Bake the apple filling in an 8-inch square baking pan (or 9-inch pie tin) for 15 minutes. Remove from the oven and set aside. (Note: Do not turn the oven off at this point. You will be using it to bake the finished braid.)
Make the Bread: While the apple filling is baking, begin preparing the bread dough. Mix the dry ingredients together in a large mixing bowl. Add the water and oil and mix the dough for 6 minutes using an electric mixer on medium-high speed.
Spray a smooth clean surface with cooking spray and turn the dough out onto the surface. Knead the dough briefly to give it a smooth surface (this will only take several turns of the dough to accomplish). Spray a rolling pin with cooking spray and roll the dough out into a large rectangle, about 12-inches by 16-inches in size. Lift onto a greased baking sheet.
Using a pizza cutter or sharp knife, cut each side into strips about 1-inch wide down each side, leaving the center third of the dough uncut. Spread the apple filling down the middle third of the dough. Fold strips of dough into the center, crisscrossing the filling by alternating strips from each side. Lightly press ends to seal, and straighten out the braid with your hands, if necessary, to straighten.
Bake the braid in the oven for 25 minutes, or until golden brown. Remove from the oven and let the braid cool for several minutes.
Make the Glaze: Whisk together the glaze ingredients in a small bowl until blended and smooth.
Brush the glaze in a thick coat over the entire surface of the apple braid while it is still cooling. Carefully transfer the braid to a cooling rack set on a baking sheet (to catch drips) to finish cooling and prevent the bottom of the braid from becoming soggy from sitting in any pooling glaze. Slice and serve.