In a medium-sized, heavy-bottomed pot, combine the heavy cream, rice, and salt and bring to a boil over high heat. Watch the mixture carefully so it does not flow over!
Once the mixture is at a boil, reduce the heat to low and simmer until the rice is tender - about 20-25 minutes. Stir frequently to make sure that the rice is not sticking to the bottom. A
As you stir and the rice cooks, it will release starch that will thicken the mixture. After the 20-25 minutes, the mixture should resemble rice pudding.
While the rice cooks, in a separate bowl whisk together the egg, brown sugar, and vanilla extract. Mix thoroughly until combined.
When the rice is finished cooking, slowly add about 1/2 cup of the hot rice mixture, one tablespoon at a time, and whisk vigorously with the egg to temper it. Make sure that you are constantly whisking the mixture so you don't end up with scrambled eggs.
Once the eggs are tempered, add the rice and egg mixture bag into the pot with the rest of the rice pudding.
Stir for about 5 to 10 minutes until the mixture is thickened. When it is ready, if you pull your wooden spoon along the bottom of the pot, it will leave a streak behind as the rice pudding slowly fills the area back in.
Once the pudding is ready, remove from the heat and stir in the cinnamon and vanilla.
If you prefer your rice pudding cold (I do!!) you can now put the mixture in the refrigerator to cool down while you prep the apples.