Over a medium heat in a small saucepan, stir together the milk, butter, and sugar until the sugar has dissolved & the butter has melted. Remove from heat & transfer the liquid into a large mixing bowl and allow to cool to just warm (yeast doesn’t like the heat, so make sure it cools way down, I popped mine into the fridge for a few minutes).
Sprinkle the yeast over the cooled liquid and stir to incorporate. Leave to sit for 5 minutes in order for the yeast to activate.
Add the flour and the egg yolk to the milk mixture. Use a wooden spoon to stir together until incorporated. If the dough feels slightly too wet, add more flour (a tablespoon at a time).
Using your hands, bring the dough together into a ball and knead slightly.
Cover the bowl with cling film and leave to rest in a warm-ish area for 10 minutes.
Meanwhile, make the cinnamon sugar by combining the sugar and cinnamon together in a small bowl. Set aside. Also, prepare your pan: grease the bottom and sides of an 8×8-inch baking dish and set aside.
Roll the dough out on a lightly floured work surface and use a rolling pin to roll into a roughly 9 x 12-inch rectangle.
Spread the dough with the melted butter and then generously sprinkle over the cinnamon sugar (it will seem like a lot, but don’t skimp).
Starting at the longer edge of the dough, roll it into a tight coil and keep going. Slice this into six large even pieces.
Place the rolls into the prepared baking dish and leaving about ½ inch of room between each. Cover the dish with cling film and leave to rise for 30 minutes in a warm area.
While the rolls rise, place a rack in the middle of the oven and preheat it to 180C.
Remove cling film and bake the rolls for 18-20 minutes or until golden brown, puffed, and bubbling. Leave to cool ever so slightly.
In a small bowl whisk together the icing sugar & the milk. Drizzle over warm rolls and enjoy with several cups of coffee.