In a small bowl, dissolve yeast in warm water and set aside. In a large bowl mix milk, sugar, melted butter, salt and egg. Add 2 cups of flour and mix until smooth. Add yeast mixture. Mix in remaining flour until dough is easy to handle. Knead dough on lightly floured surface for 5 to 10 minutes. Place in well-greased bowl, cover and let rise until doubled in size, usually 1 to 1 ½ hours.
When doubled in size, punch down dough. Roll out on a floured surface into a 15 by 9-inch rectangle. Spread melted butter all over dough. Mix sugar and cinnamon and sprinkle over buttered dough. Sprinkle with walnuts, pecans, or raisins if desired. Beginning at the 15-inch side, role up dough and pinch edge together to seal.
Coat the bottom of baking pan with butter and sprinkle with sugar. Place cinnamon roll slices close together in the pan and let rise until dough is doubled, about 45 minutes. Bake for about 25 minutes or until nicely browned.
Meanwhile, mix butter, powdered sugar, and vanilla. Add hot water 1 tablespoon at a time until the glaze reaches desired consistency. Spread over slightly cooled rolls.
While kneading, add up to ½ cup of additional warm water (or scalded milk), in small increments, to ths recipe if necessary. The goal is for an almost-moist, smooth dough. Leave in the oven closer to the 25 minute mark, maybe even 23 or 24 depending on your oven. Over baking creates harder rolls. Raisins, walnuts, and any other goodies that you can think of are optional addities for the filling and/or the glaze! No eggs in the house or in your diet? No problem. Substitue 2 tablespoons Greek yogurt for the egg in this recipe.