Preheat the oven to 350°F.
In a measuring glass or bowl, mix the half and half, melted butter, egg, vanilla extract, sugar, and salt until smooth.
Tear the sweet rolls into smaller pieces and place them in a large mixing bowl.
Pour the milk mixture over the rolls and gently toss to combine.
In two individual skillets, layer the soaked bread, apple pie filling, and another layer of soaked bread.
Bake for 15 to 20 minutes until golden brown and set in the center.
Serve warm with vanilla ice cream if desired!