Prepare Your Baking Dish: Preheat your oven to 350°F (175°C). Grease a 9×13-inch baking dish thoroughly to prevent sticking. This preparation ensures your cinnamon roll lasagna will come out easily after baking.

Create Apple Filling: In a medium bowl, combine the sliced apples, brown sugar, cinnamon, nutmeg, and chopped pecans (if using). Mix well until all apple slices are evenly coated with the sugar and spice mixture. Set aside to allow the flavors to meld while preparing the cinnamon rolls.

Prepare Cinnamon Roll Pockets: Open the cans of cinnamon rolls and separate them. Working with one roll at a time, use your fingers or a rolling pin to flatten each cinnamon roll into a circle about 4 inches in diameter. Place a spoonful of the apple mixture in the center of each flattened roll, then fold the edges over the filling to create a pocket, pinching the edges to seal.

Arrange in Baking Dish: Place the filled cinnamon roll pockets in the prepared baking dish, arranging them close together in a single layer. The rolls will expand during baking, creating a lasagna-like texture where the layers connect.

Create Cream Cheese Glaze: In a separate bowl, beat the softened cream cheese, powdered sugar, vanilla extract, and milk until smooth and pourable. The mixture should be thick enough to coat the back of a spoon but fluid enough to drizzle over the cinnamon rolls.

Apply Glaze and Bake: Pour the cream cheese mixture evenly over the arranged cinnamon rolls, making sure to cover all the rolls. Place the baking dish in the preheated oven and bake for 25-30 minutes, or until the cinnamon rolls are golden brown and completely cooked through.

Finish and Serve: Remove from the oven and, if desired, drizzle caramel sauce over the top while still warm. Allow the dish to cool for 5-10 minutes before slicing and serving to let the layers set slightly for easier serving.