Combine and warm up milk and water in a small bowl. Add a teaspoon of the sugar along with the yeast. Set aside for approx 5 - 10 minutes until the mixture is foamy/frothy.
In a medium bowl, combine the flour and salt, set aside. Melt the butter (if using oil, skip this step) ensure it has cooled down, then add to the activated yeast along with the rest of the sugar. Whisk to combine.
In a large bowl, add the yeast mixture. Whisk in the egg to the yeast mixture. Once combined add the flour little by little, switch to a wooden spoon (or spatula) when it gets thick. Mix until you get a nice tacky dough.
Knead the dough in the bowl for a bit with some extra flour. This helps get the dough off the sides of the bowl. Transfer onto a lightly floured surface.
Knead the dough for 8 - 10 minutes, using your hands. Use a bit more flour if the dough gets too sticky. Coat the same bowl with a bit of oil, transfer dough to the bowl. Cover the dough with a damp cloth and allow it to rise for 1 hour
Roll out the dough with a rolling pin (or a wine bottle, ensuring the lid is screwed on tight!) into a long rectangle (approx 1cm thick) and baste the top with softened butter (or oil).
Combine the cinnamon, brown sugar, and vanilla extract. Spread the mixture evenly on the dough, then roll the dough up tightly.
Using dental floss or a knife, cut the rolled dough into 12 sections. Line baking tray with baking paper (or lightly bast with oil), then place the rolls onto the tray. Cover tray and let the rolls rise for another 30 minutes.
Preheat the oven to 200°C (or 180°C fan forced).
Uncover and baste the tops with butter (or oil). Bake the rolls for 15 to 20 minutes until the rolls are golden brown. Once they are done allow them to cool.
While the rolls are cooling make the glaze. Combine the powdered sugar, melted butter (or oil), vanilla extract, and milk (extra milk can be added if you want your glaze runnier). Baste the glaze to the top of the cinnamon rolls and they are ready to enjoy!