Warm milk in microwave 30 sec until it’s warm to the touch. Sprinkle in the yeast and 1/4 teaspoon sugar (don't stir). Set aside until foamy, 5 minutes. Pour into KitchenAid bowl and add melted butter, egg and vanilla, mix with dough hook.
Add remaining 1/4 cup sugar, salt and nutmeg in the bowl of a stand mixer. Add 3 ½ C of flour. Mix on low speed with the dough hook until thick and slightly sticky. Slowly add more flour, 1 tablespoon at a time, until dough pulls away from the sides of the bowl. Knead on medium speed for about 6 minutes (I remove from hook a couple of times to make sure mixed evenly).
Remove the dough and shape into a ball. Spray butter the mixer bowl and return the dough to the bowl, turning to coat with butter. Cover with plastic wrap and let rise until doubled, 1 hour 15 minutes
Forming The Sweet Rolls
On a lightly floured surface, roll the dough into a 12-by-14-inch rectangle with the longer side facing you.
Spread with the softened butter, leaving a 1/2-inch border on the far long edge. Gently mix all the filling ingredients together and spread evenly over softened butter.
Brush the unbuttered far edge with water. Roll the dough away from you into a tight cylinder and press on the long edge to seal.
Cut the cylinder with a sharp knife to make 6 equal-sized buns (or 8 slightly smaller).
Spray butter a 9-by-13-inch baking pan; place the sweet rolls cut-side down in the pan, leaving space between each. Cover with plastic wrap and let rise until doubled, 40 minutes.
Baking Instructions
Preheat the oven to 325 and bake the sweet rolls until golden brown, about 35 minutes. Cool in the pan for 15 minutes.
Making The Icing
While the sweet rolls are baking, it’s time to make the icing. Sift the confectioners' sugar into a bowl, then whisk in the cream and melted butter. Spoon the glaze on top of the rolls while they’re still warm. Enjoy!