Peel, core, and chop the apples into small, evenly sized pieces. Set them aside while you prepare the batter. A firm baking apple such as Granny Smith, Honeycrisp, or Fuji works well.
In a medium bowl, whisk together the flour, cinnamon, baking soda, and salt until evenly combined. This helps distribute the leavening and spices throughout the cake.
In a large bowl, beat the oil, sugar, eggs, and vanilla until smooth and slightly thickened. Add the applesauce and mix until combined. Gradually add the dry ingredients, stirring just until no dry streaks remain.
Gently fold the chopped apples and pecans into the batter. The mixture will be fairly thick, but the fresh apples release moisture as the cake bakes.
Grease and flour a 9-inch tube or Bundt pan thoroughly, making sure to coat all the corners and ridges. Spoon the batter into the pan and smooth the top with a spatula.
Preheat the oven to 350°F and bake for 50–55 minutes, or until a toothpick inserted into the center comes out with a few moist crumbs. Let the cake cool in the pan for about 15 minutes before turning it onto a wire rack.
Whisk the powdered sugar, milk, vanilla, and salt together until smooth. Drizzle the glaze over the cooled cake, let it set for a few minutes, then slice and serve.