Make the Dough: In a large bowl, or the bowl of a stand mixer fitted with a dough hook, mix together the flour, yeast, caster sugar, and salt. In a separate jug, whisk together the lukewarm milk, melted butter, and beaten egg. Pour the wet ingredients into the dry ingredients.

Knead the Dough: Mix until a shaggy dough forms. Turn it out onto a lightly floured surface and knead by hand for 8-10 minutes until it’s smooth and elastic. If using a stand mixer, knead on a medium speed for 6-8 minutes. The dough should be soft and slightly tacky.

First Rise: Place the dough in a lightly oiled bowl, cover with a clean tea towel or cling film, and leave to rise in a warm place for 60-90 minutes, or until it has doubled in size.

Prepare the Filling: While the dough rises, prepare your filling. In a small bowl, mix the very soft butter, light brown sugar, and ground cinnamon together until you have a smooth, spreadable paste. Lightly grease a 23x33cm (9x13 inch) baking dish.

Roll and Fill: Once risen, gently punch the air out of the dough and turn it out onto a lightly floured surface. Roll it out into a large rectangle, roughly 30cm x 45cm. Spread the cinnamon filling evenly over the surface, leaving a 1cm border along one of the long edges.

Shape and Cut the Rolls: Starting from the long edge opposite the clean border, roll the dough up into a tight log. I find that using unwaxed dental floss is the best way to cut the rolls; slide it under the log, cross the ends over the top, and pull to get a clean slice. Cut the log into 12 equal-sized rolls.

Second Rise: Arrange the rolls cut-side up in your prepared baking dish. They should be close but not squashed. Cover loosely and leave to rise again in a warm place for 30-45 minutes, until they look puffy and have filled the dish.

Bake to Perfection: Preheat your oven to 190°C (170°C fan). Uncover the rolls and bake for 20-25 minutes, until they are a deep golden brown and a skewer inserted into the centre roll comes out clean.

Make the Icing and Finish: While the rolls are cooling slightly in the pan, make the icing. Beat the cream cheese until smooth, then gradually beat in the sifted icing sugar. Add the vanilla and enough milk to achieve a thick but pourable consistency. Drizzle generously over the warm rolls and serve immediately.