Firstly warm up the milk in a microwave for about 40-45 seconds, or on a stove top. The temperature should be about 40°C (110°F), like bath water.Transfer warm milk into a mixer bowl, sprinkle yeast on top. Add sugar, egg, egg yolk and melted butter. Mix until well combined. Start adding the flour and mixing with a wooden spoon, until the dough begins to form.
Using a dough hook on a stand mixer, or if you don't have, you can also knead the dough by hand.Using a stand mixer, mix the dough on medium speed for about 8 minutes. The dough should be smooth and slightly sticky, but not sticking to the bottom of the bowl. Otherwise add a bit more flour and mix again.By hand, knead the dough until it form a nice smooth ball and is just slightly sticking to your hands, but not too much. Transfer the ball of dough into an oiled bowl, cover with plastic food wrap and allow to stand in a warm place for about 1 - 1½ hours, or until doubled in size.
After the dough has doubled in size, transfer it to floured surface and roll out a rectangle about 0.5 cm thick, not too thin, but also not too thick as you will have to roll it up.
In a medium bowl mix together the brown sugar and cinnamon. Spread the softened butter onto the dough rectangle, leaving about 1-2 cm margin at the short far side of the dough.Sprinkle the cinnamon sugar on top of the butter. Carefully roll up the dough into a roll, sealing it at the empty side.
Grease a deep baking dish and line with parchment paper, covering the sides as well.Tip: dish needs to be big enough to fit about 8-10 rolls, with some space between them, as they will expand. I used a small dish and they were almost jumping out of the pan. Cut the roll into 8-9 slices.
Place the rolls into the prepared dish, cover and allow to rise again for about 30-45 minutes.
Preheat the oven 180°C (350°F). Uncover the rolls and bake them in preheated oven for about 20-25 minutes. They should be just slightly golden brown on the edges.
Allow the rolls to slightly cool before adding the frosting.