In a small bowl, combine warm milk, sugar, and yeast. Let sit for 10 minutes. In a large bowl, combine flour and salt.
Add in the yeast mixture, egg, and melted butter. Mix until a dough forms. Knead on a floured surface until smooth.
Place dough into a large greased bowl, cover and let rise for 1-2 hours.
Preheat oven to 400 F. In a small bowl, combine brown sugar and cinnamon. Deflate dough and divide in half. Roll out each half onto a floured surface.
Spread the dough evenly with softened butter and sprinkle with the cinnamon sugar mixture. Cut into triangles. Roll the triangles up tightly. Place onto a large greased baking sheet. Cover and let rise for 30-60 minutes. Bake for 12-15 minutes.
In a small bowl, combine powdered sugar, milk, and vanilla extract. Drizzle glaze over warm rolls.
