Preheat the oven to 200°C/180°C fan/Gas Mark 6.
To make the filling, combine the ingredients in a small saucepan and heat gently until the butter melts. Cook for 4-5 minutes or until the apples are just soft and then remove from the heat and allow to cool but not to set solid, it needs to be spreadable.
To make the dough, combine the flour, spices, sugar and salt and then gradually add in the milk and melted butter. Mix well until combined and then knead briefly until smooth.
Flour the surface well and roll out the dough to approximately 45cm by 25cm. Using a spoon, spread the cooled apple and cinnamon mixture over the dough, right to the edges.
Starting from one of the long sides, roll the dough into a tight, long sausage. Grease the bottom and sides of an 8 inch (20 cm) tin and then slice the dough into 8 evenly sized pieces. Turn them onto their ends to show the swirl. Arrange them evenly in the tin, with 7 around the edge and one in the centre.
Place in the oven and bake for 20-25 minutes or until risen and golden.
While the rolls are baking, combine the icing ingredients together and beat well until smooth. Spoon into a piping bag and set aside. Finely chop the pecans and set aside.
Once the cinnamon rolls are baked, allow to cool for 5 minutes and then remove from the tin.
Heat the apple jelly in a pan until melted, then brush over the top of the buns to glaze.
Drizzle over the icing and sprinkle over the chopped pecans. Serve.