Sift the flour into a large bowl, and add the caster sugar and yeast. Mix these together so its all evenly distributed.
Rub the butter into the mixture so it resembles bread crumbs, like you would when making scones.
Gently heat the milk until warm - but not piping hot. If heating in a pan, you want it to just about start having steam come out of the pan.
Add the milk, vanilla, and egg to the dry ingredients.
Knead the dough together for 7-10 minutes. It will be sticky at first, but it will soon come together. I use my KitchenAid with the dough hook to make this easier.
Once kneaded, it will be springy to touch, and not sticky.
Transfer into a lightly oiled bowl, and cover the top of the bowl with cling film. Let it rise for 1-2 hours, or until doubled in size.
Whilst the bread is proving, whisk together the light brown sugar, and ground cinnamon for the filling. Leave to the side for now.
Once the dough has risen, transfer to a lightly floured work surface, and roll out to a large rectangle. Mine ends up being about 50cmx30cm.
You want it to be as even a rectangle as possible so its easier to roll up, and the dough can be thin here.
Gently brush the surface with the 45g of melted butter, and then sprinkle over the sugar/cinnamon mix.
Roll the dough from long side to long side, so that a ~long sausage~ is formed. Cut this evenly into 12 pieces.
I cut the middle, and then the two halves into two more, and then each into three pieces to get my 12.
Using a large rectangular baking dish, mine was 30cmx24cm roughly, put them in. They won't touch yet, but you want four rows of three basically.
Cover the dish with clingfilm, and let them rise for another hour or so. By the end, they should all touch.
Towards the end of the dough rising, preheat the oven to 180C/160CFan so that when its finished rising, you can put it straight in the oven.
Bake in the oven for 20-25 minutes, until golden brown and cooked through.
Leave to cool, and then make the icing. Simply whisk together the icing sugar, vanilla and water until a thick icing paste is formed, and then spread over the rolls.
Enjoy by breaking apart and eating all the gooey cinnamon goodness.
Notes
These are best on the day of eating, but will last covered for a couple of days.
You can easily reduce or increase the amount of cinnamon that you use in the recipe, but I typically use two tablespoons for mine. I like it really cinnamon-y.
You could also use cinnamon in the dough, but I like the touch of the vanilla instead.
The icing on top is optional, but I often find when you buy cinnamon rolls, there is icing on top.
I use dried active yeast - but you can use quick yeast (same amount) or fresh yeast (use 28g). Some yeasts need activating before use so check package instructions!