Prepare the Dough: In a large mixing bowl, whisk together the flour, sugar, baking powder, baking soda, and salt. Cut in the butter until the mixture resembles coarse crumbs. Gradually add the buttermilk while stirring. Fold in the diced apple and cinnamon.

Make the Cheesecake Filling: In a separate bowl, beat together cream cheese and sugar until smooth. Add the egg and vanilla extract and mix until fully incorporated.

Preheat the Oven: Preheat your oven to 375°F (190°C). Line a baking sheet with parchment paper.

Assemble the Buns: Roll out the dough into a rectangle. Cut into squares and place a tablespoon of cheesecake filling in the center of each. Fold corners to the center and seal tightly.

Prepare and Top with Crumble: Mix oats, brown sugar, melted butter, and cinnamon until crumbly. Sprinkle over the assembled buns.

Bake: Transfer the buns to the baking sheet and bake for 20-25 minutes until golden brown.

Cool and Serve: Allow the buns to cool for about 5 minutes, then transfer to a wire rack.