Remove the Rhodes rolls from the package. Place frozen rolls onto a large greased baking sheet. Cover with greased plastic wrap.
To thaw the rolls, you can either place them on the counter to thaw and rise or let them thaw in the refrigerator overnight.Countertop Thaw: Place the baking sheet in a warm location and allow them to thaw and rise in the pan. They should be doubled in size. From frozen, that will take between 3-5 hours.Overnight Thaw: Place the baking sheet in the refrigerator overnight. In the morning, take the rolls out of the refrigerator and place them in a warm location to rise until doubled (about 1-2 hours). Preheat oven to 375°F. Line a clean baking sheet with parchment paper.
Working one roll at a time, flatten the roll on the counter to about 3 inches wide. Add 1 tablespoon of apple pie filling to the center. Wrap dough around the filling, pinching the edges to seal and form a ball. Repeat with the remaining dough and filling.
Arrange the dough balls onto the prepared baking sheet in a circular pattern. Then, brush rolls with the beaten egg. Set aside.
In a medium bowl, whisk together the flour, brown sugar, cinnamon, and salt. Add the melted butter to the flour mixture. Mix with a fork until the mixture is combined.
Top the apple-filled rolls with the streusel topping. Bake until golden brown, about 30-34 minutes.
Set the baked rolls aside to cool slightly.
In a small bowl, whisk together confectioners' sugar and milk.
While the apple wreath is still slightly warm, evenly pour glaze on the top.
Let the wreath cool slightly before serving.