Prepare Challah through step 4.
Line 2 baking sheets with parchment paper.
In a medium bowl, stir together apple, honey, granulated sugar, cinnamon, and salt. Cover and refrigerate for at least 30 minutes or until ready to use.
Turn out Challah dough onto a lightly floured surface. Divide dough into 18 portions (about 65 grams each). Flatten or roll 1 portion of dough into a 6x3-inch rectangle with one long side closest to you. (Keep remaining dough covered with plastic wrap while you work.) Spoon 3 tablespoons (27 grams) apple mixture in a horizontal line along center third of rectangle. Fold bottom third up to cover filling; fold top third down, and pinch seam to seal. Gently pull and roll filled dough until it is a 10-inch-long rope. Tie rope in a knot, and tuck ends under. Place on a prepared pan. Repeat with remaining dough and remaining apple mixture. Cover with plastic wrap, and let rise in a warm, draft-free place (75°F/24°C) until puffed, 1 to 1 1⁄2 hours.
Preheat oven to 350°F (180°C).
In a small bowl, whisk together egg and 1 tablespoon (15 grams) water. Using a pastry brush, brush egg wash onto each roll. Sprinkle with pearl sugar.
Bake until golden and an instant-read thermometer inserted in center registers 190°F (88°C), 20 to 30 minutes. Let cool on pans for 10 minutes. Remove from pans, and let cool completely on a wire rack. Store in an airtight container for up to 5 days.