In a small bowl, combine warm milk, water, and yeast. Let this mixture sit for about 5 minutes until it's foamy.
In a large bowl, whisk together flour, salt, and sugar. Cut in the cold butter until you achieve a texture resembling coarse crumbs.
Add the yeast mixture and egg into your flour mixture. Stir gently just until everything comes together into a dough ball. Wrap it in plastic wrap and refrigerate for at least one hour.
Preheat your oven to 375°F (190°C). On a floured surface, roll out your chilled dough into a large rectangle.
Spread apple pie filling down the center of your rolled-out dough and sprinkle with ground cardamom.
Fold the dough over the filling lengthwise, sealing the edges well. Shape it into an oval or horseshoe form.
Transfer your shaped Kringle onto a parchment-lined baking sheet. Brush it lightly with egg wash if desired and bake for about 22–25 minutes until golden brown and flaky.
In a small bowl, mix powdered sugar, vanilla extract, and enough water until smooth for your glaze. Drizzle this mixture over your cooled Kringle and let it set before slicing.