In a small bowl, beat cream cheese and 1/4 cup confectioners' sugar until smooth. Beat in egg and vanilla just until combined; set aside.
Unroll crescent dough and separate into triangles. Set four triangles aside. Place remaining triangles on a greased 14-in. pizza pan, forming a ring with wide ends facing outer edge of pan and pointed ends toward the center; leave a 3-in. hole in the center. Lightly press seams together.
Spread cream cheese mixture over dough to within 1/2 in. of edges. Top with pie filling to within 1/2 in. of cream cheese edges. Cut reserved triangles into thirds, starting at the wide end and ending at the point. Arrange over pie filling with points facing outer edge of pan, forming spokes. Press ends at center and outer edges to seal.
Bake at 375° for 15-20 minutes or until golden brown. Cool on a wire rack. Combine remaining confectioners' sugar and enough milk to achieve drizzling consistency; drizzle over coffee cake.