Grease & line a pie dish or baking tin with baking parchment; set aside.
First, we make the dough. Combine the first 9 ingredients (flour-vanilla extract) together in a large mixing bowl. Turn the mixture out onto a lightly floured surface & knead vigorously for 15 minutes.
Place the dough into a clean large bowl that has been lightly covered in a layer of oil. Cover the bowl with cling film & leave to rest at room temperature for 1 ½ hours, or until the dough has doubled in size.
Lightly flour a work surface. Roll the risen dough out into a large rectangle.
In a small bowl, combine together the sugar & cinnamon. Spread the melted butter all over the rectangle of dough & sprinkle with the combined sugar & cinnamon.
Roll the dough inwards (going from the longer side to longer side) until you have a nice tube shape. Cut the dough into equal sized rolls, 10-14. Place in the prepare baking dish, leaving a small bit of room between each. Brush the tops of the cinnamon rolls with the milk & cover loosely with more cling film or a clean tea towel. Leave to rise for a further 1-1 ½ hours at room temperature until the dough is well risen & you can see the cinnamon rolls squishing up against one another.
Preheat the oven to 200C. Bake the rolls in the preheated oven for about 25-30 minutes, or until the rolls are golden brown & wafting their glorious smell all through the house.
While the cool slightly, mix together the ingredients for the glaze – icing sugar, cream cheese, hot water – until it is runny & sweet. Pour liberally over the cinnamon rolls while they’re warm & eat as soon as you humanly can. Enjoy!