Preheat the oven to 350ºF and prepare a 9x13 baking dish by spraying with non-stick cooking spray or rubbing with butter.
Cut each piece of bread into 9 even squares and place in the prepared baking dish.
In a large bowl, mix together milk, eggs, vanilla, and cinnamon.
Pour half the mixture over the bread and reserve the other half.
Evenly distribute the apple pie filling over the egg soaked bread. Do not mix.
Pour remaining egg mixture over the entire casserole.
Bake in preheated oven for 40 minutes or until golden brown and cooked through. Remove from the oven to cool.
While the casserole is baking, prepare the glaze by mixing the confectioners sugar, milk and cinnamon in a small bowl until smooth.
Drizzle the glaze evenly over the casserole and serve warm.
To Make Ahead: Assemble the entire casserole, cover tightly with plastic wrap, and store it in the fridge overnight. Let the casserole dish come to room temperature before popping in a hot oven. Remove plastic wrap and bake as directed (may need to add a few minutes to bake time since it's cold).
Storage: Keep leftovers in the fridge for up to 2 days.
To Reheat:It will get slight soggy over time, so the best way to get it slightly crispy again is to use the oven to warm it through (350ºF for 15-20 minutes, depending on how much is left). You can also microwave in 30-45 second intervals until heated through.