Combine yeast, 1 tablespoon sugar and milk in a jug. Cover and stand for 15 minutes or until frothy. Sift flour into a large bowl. Add salt and 2 tablespoons sugar and stir to combine. Make a well in the flour mixture. Add yeast mixture, egg and 60g butter and stir to combine. Transfer dough to a lightly floured surface and knead until smooth and elastic. Transfer dough to an oiled bowl. Cover with a clean tea towel and stand in a warm place for 1 hour or until doubled in size.
Meanwhile, heat honey, half the mixed spice, 60g butter and ¼ cup sugar in a small saucepan until smooth and combined. Grease 2 x 20cm (base measurement) square cake pans. Pour half the honey mixture into each pan. Press walnuts evenly over honey mixture.
Turn dough onto a lightly floured surface. Roll into a 45cm x 30cm rectangle. Using fingertips, spread dough with remaining butter (30g), then sprinkle with remaining sugar (1/4 cup). Toss apples with remaining mixed spice to coat. Scatter apple mixture over dough. Roll up dough, from one long side, to form a long log and enclose filling.
Trim ends. Cut log into 16 even slices. Place scrolls, cut side up, in pans. Cover with a clean tea towel and stand in a warm place for 1 hour or until doubled in size.
Meanwhile, preheat oven to 200C/180C fan-forced. Bake scrolls for 20-25 minutes or until golden and sauce is bubbling. Stand scrolls in pan for 5 minutes before inverting onto a wire rack to cool slightly. Serve warm.