In a cup, put milk, yeast and let proof.
In the bowl of a stand mixer, whisk the egg and salt for few minutes.
Add sugar and oil then whisk until fluffy.
Add vanilla extract, the sifted flour and yeast mixture. Use a paddle attachment at this step or a wooden spoon.
Mix for few minutes until smooth (the dough does not require kneading). The dough may look a little sticky but no worries just place it in a greased bowl and flip it over to be coated with oil.
Cover the dough with plastic wrap and let rise for about 1 to 2 hours or until it doubled in volume.
Flour a working board and a rolling pin.
Roll out the dough into about 1/4 inch thick rectangle or square, then spread the butter evenly on its surface. Make sure to not put butter at the edges.
Mix well brown sugar, pecans and cinnamon in a bowl, then spread the mixture evenly on top of the butter.
Press with your hand to make sure that the mixture sticks to the butter.
Brush the dough edges with water, then roll into a log.
Cut the log into about 12 pieces.
Place the pieces cut side down in a baking sheet lined with parchment paper (or aluminum paper). Make sure to pinch the ends of cinnamon rolls if they are not sealed properly.
Cover with kitchen towel and let rise again for at least 1 hour or until nearly doubled in volume.
Brush cinnamon rolls with melted butter.
Bake in a 350°F preheated oven for about 15 to 20 minutes or until golden.
Prepare the glaze by mixing powdered sugar, water and vanilla until smooth.
Once cinnamon rolls are baked and cooled for few minutes, pour the glaze on top of each piece.
Enjoy.