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Preheat the oven to 375°F. Spray 6 sections of a muffin tin with cooking spray, set aside.
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Roll out the crescent dough, spread the apple pie filling on top, leaving about a 1 inch gap on the top side of the dough. Mix together the granulated sugar and cinnamon, sprinkle this on top of the apples. Starting at the bottom of the dough, roll it up as tightly as possible until you reach the top. Cut into 6 even pieces.
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Place one piece into each section of the prepared muffin tin, cut side up/down. Bake for 15-18 minutes until golden brown.
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While the rolls are baking, make the glaze by whisking together the powdered sugar, heavy cream, and vanilla. Let the rolls cool slightly, serve with the glaze on top.