Method

For the dough
Start by pouring the milk into a small saucepan and warming it over a low heat on the hob. The milk should be lukewarm before adding the yeast and caster sugar. You can test the temperature by sticking a finger into your milk – you should be able to keep it in there as it shouldn’t be hot, just slightly warmed.
Stir well, then set the milk aside until it becomes frothy. This should take about 20 minutes.
Into a large bowl, sift the flour and salt. Add 85g chilled cubed butter and rub it into the dry ingredients using your fingertips until it starts to look like breadcrumbs.
Make a well in the centre of the dry ingredients and pour in the frothy milk.
Using a spoon, bring the mixture together to form a rough dough.
Once the dough starts to come together, turn the dough out onto a lightly floured surface and knead, either using your hands or a stand mixer fitted with a dough attachment, for 5-7 minutes until it is soft and smooth.
Place the dough back into a large, lightly floured bowl. Cover with a tea towel or cling film and leave to rise in a warm place until doubled in size. This should take about 45 minutes to 1 hour.
Once risen, knock the dough back down by punching the air out of it and folding the edges in on themselves. Knead again for two minutes before making your filling.

For the filling and rolling
Beat 80g butter in a small bowl until smooth and creamy, then add the sugar and cinnamon.
Mix until you have a smooth paste with no lumps.
Lightly flour your work surface and roll your dough out to a 24 x 12 inch rectangle, with an even thickness of about 1cm. Rolling the dough may require some light pulling and stretching with your hands in addition to the use of the rolling pin as the dough may be fairly elastic, so tends to return to its original size.
Turn the dough to a portrait orientation, with the short 12 inch side nearest you and spread your filling onto the dough.
Using your fingertips, start to roll the dough away from you (or start from the top and roll it towards you – whichever you prefer), tucking the dough underneath itself.
Once your roll starts to take shape, you should be able to simply guide it until it’s rolled up into one long 12 inch sausage.
Cut the roll into individual slices with a sharp knife.
Place the rolls into a baking tin, allowing a 1 inch gap between each, to allow the dough space to expand. Leave to rise for 1 hour. You can also place the rolls individually on a baking tray to prove. This means that when they bake they won’t cluster or stick together, so you can serve them individually instead of as a pull-apart bake.
Preheat your oven to 180C/160C fan.
Whisk the egg in a small bowl and brush the rolls with the beaten egg to ensure they have a
nice glossy finish, using a pastry brush.
Bake for 15-20 minutes, until golden brown.

For the icing
Put the butter in a bowl gradually beat until smooth and creamy, using an electric whisk.
Add half the icing sugar and beat until combined, then add the rest and beat until there are no lumps of butter.
Add the cream cheese and whisk again until you have a smooth consistency.
Finally add the seeds from your vanilla pod (if using) and whisk once more.
To serve, drizzle or spread the icing generously over the rolls when hot or cold.