In a large bowl, add the warm water and yeast and mix until the yeast is dissolved. Add the sugar and the oil and let it rest for about 5 minutes.
If the yeast is good, the yeast mixture should bubble up and rise. Add the egg and the salt to the bowl and whisk.
Add 3 cups of flour and mix the dough. You can use a mixer as well. Add more flour if you think the dough is too sticky. Let the dough rest for 20 minutes.
In the meantime shred the apples and chop the pecans. In a small bowl mix the brown sugar and cinnamon.
Preheat oven to 375 F degrees. Roll out the dough into a long rectangle and about 1/4 inch in thickness. Brush the butter over the surface of the dough. Sprinkle the brown sugar and cinnamon over the entire surface of the dough. Sprinkle the apples all over then the chop pecans.
Start folding the dough with the side that furthest from you and pinch the ends together. Cut the roll into 1 1/2 inch pieces. You can use a 9×13 inch baking dish, make sure it’s buttered well. I used 2 pie dishes.
Place the rolls in the buttered dish making sure to leave some room between them. Let them rest for another 30 minutes, until they pretty much double in size. Bake them for 20 to 25 minutes.