Thaw the loaves of bread but do not allow them to rise.
Cut one loaf of bread apart and add to the bottom of a greased 9x13 pan along with the chopped apples and the pecans.
In a medium microwave safe bowl, melt the butter whisk in the brown sugar, vanilla, milk and cinnamon. Pour the mixture over the bread and apples.
Top with the second cut up loaf of bread.
Let the rolls rise for 2.5-3 hours or until doubled in size.
Preheat your oven to 350°.
Bake the rolls uncovered for 50-60 minutes at 350°, or until the tops of the rolls are golden brown.
Remove the pan from the oven. Place a large platter over the pan of rolls and carefully flip the rolls onto the platter. Scrape any remaining caramel from the pan on top of the rolls.
Allow to cool for 20 minutes before serving.