To make the cinnamon cookie dough, in a mixing bowl, whisk together the all-purpose flour, cinnamon, baking soda, baking powder, and salt. Set aside.
In the bowl of a stand mixer fitted with a paddle attachment or in a large mixing bowl with an electric hand mixer, cream the unsalted butter, light brown sugar, and granulated sugar until smooth and creamy. Add the egg, egg yolk, and vanilla extract and mix until smooth. Add in the flour mixture and mix on low speed until the cookie dough comes together.
Portion the cookie dough using a large cookie scoop (3 tablespoons) and place the cookie dough balls on a parchment-lined baking sheet pan. Use the back of a spoon to indent the center of the cookie dough balls. Chill the cookie dough in the refrigerator for 30 minutes.
While the cookie dough is chilling, make the apple cinnamon filling. In a pan, combine the peeled and chopped apples, light brown sugar, and cinnamon. Cook over medium-low heat for 10 minutes until the apples are soft and the liquids thicken. Remove the pan from the heat and cool the apple cinnamon filling to room temperature.
Next, make the cinnamon streusel. In the bowl of a stand mixer fitted with a paddle attachment or in a medium mixing bowl with an electric hand mixer, whisk together the all-purpose flour, light brown sugar, and cinnamon. Add the unsalted butter and mix on low speed until the mixture resembles large crumbs.
Preheat the oven to 350℉ (177℃). Line baking sheet pans with silicone baking mats or parchment paper.
Place the chilled cookie dough balls on the prepared baking sheet pans, allowing room for spreading. Spoon the apple cinnamon filling into the center of the cookies and then top with the cinnamon streusel.
Bake the cookies for 12 to 14 minutes until the edges are set. Immediately after the cookies come out of the oven, use the back of a spoon to shape the cookies into circles. Cool the cookies on the pan for 2 minutes and then transfer to a wire rack to cool completely.
To make the vanilla glaze, stir together the powdered sugar, milk, and vanilla extract. Use a spoon to drizzle the vanilla glaze over the cooled cookies.