In a large bowl, mix whole wheat flour, rye flour, yeast, salt and 2 cups bread flour. In a small saucepan, heat apple juice, yogurt and butter to 120°-130°. Add to dry ingredients; beat on medium speed 2 minutes. Add egg; beat on high 2 minutes. Stir in enough remaining bread flour to form a soft dough (dough will be sticky).
Turn onto a floured surface; knead in dried apples, raisins and walnuts until dough is smooth and elastic, 6-8 minutes. Place in a greased bowl, turning once to grease the top. Cover and let rise in a warm place until doubled, about 1 hour.
Punch down dough. Turn onto a lightly floured surface; divide in half. Shape into round loaves. Place on greased baking sheets. Cover with kitchen towels; let rise in a warm place until doubled, about 30 minutes.
Preheat oven to 350°. Using a sharp knife, make 3 shallow slashes on top of each loaf. If desired, brush loaves with egg. Bake until golden brown, 35-40 minutes. Remove from pans to wire racks to cool.
