Warm milk a bit and add the yeast, stir and let it sit for about 5 minutes. It will start to bubble up, this shows your yeast is active.
Put your sugar, butter, salt, vanilla and egg in a bowl or mixer and mix well.
Then add in your yeast and milk mixture.Slowly begin to add your flour in to the wet mixture. I normally do about a ½ cup at a time.
Mix on low until the dough forms a ball in the center of bowl.Spray a bowl or rub with butter and place dough ball in center.
Cover the bowl with a tea towel and let set for 2-4 hours or until it doubles in size. Best to put in a warm area (we turn on the fireplace and set it in front).
When your dough is almost done, prepare your filling. Mix all your spices and sugars together and set aside. Leave butter out by itself.
Once the dough has risen, roll it out on a lightly floured surface, into a rectangle. Take your melted butter and spread over the top of the dough.
Then lightly sprinkle all the sugar and spice mix over the top. Tightly roll the dough up, and slice into about 9 pieces, or as many as you can get.
Let them rise in the greased pan you will bake in for around 30 minutes. I cover with a towel to keep from drying out.
Preheat oven to 350 degrees and bake for 20-25 minutes. Just make sure golden brown on top and cooked through (using 2 smaller pans instead of one large one allows them to bake more evenly, use 2 square instead of 1 12x9 and put on same rack if possible).
Lastly mix up your icing and pour it over the top of the rolls shortly after they come out of the oven! Serve and enjoy