Make the dough: Whisk the flour, sugar, and salt together in a large bowl. Set aside.
Combine the milk and butter together in a heatproof bowl. Microwave or use the stove and heat until the butter has melted and the mixture is warm to the touch (about 110°F/43°C, no higher). Whisk in the yeast until it has dissolved. Pour mixture into the dry ingredients, add the egg, and stir with a sturdy rubber spatula or wooden spoon OR use a stand mixer with a paddle attachment on medium speed. Mix until a soft dough forms.
Transfer dough to a lightly floured surface. Using floured hands, knead the dough for 3-5 minutes. You should have a smooth ball of dough. If the dough is super soft or sticky, you can add a little more flour. Place in a lightly greased bowl (I use non-stick spray), cover loosely, and let the dough rest for about 10 minutes as you get the filling ingredients ready.
Fill the rolls: After 10 minutes, roll the dough out in a 14×8-inch (36×20-cm) rectangle. Spread the softened butter on top. Mix together the cinnamon and brown sugar. Sprinkle it all over the dough. Roll up the dough to make a 14-inch log. Cut into 10–12 even rolls and arrange in a lightly greased 9- or 10-inch round cake pan, pie dish, or square baking pan.
Rise: Cover the pan with aluminum foil, plastic wrap, or a clean kitchen towel. Allow the rolls to rise in a relatively warm environment for 60–90 minutes or until double in size.
Bake the rolls: After the rolls have doubled in size, preheat the oven to 375°F (190°C). Bake for 24–27 minutes, or until lightly browned. If you notice the tops are getting too brown too quickly, loosely tent the pan with aluminum foil and continue baking. If you want to be precise about their doneness, their internal temperature taken with an instant read thermometer should be around 195–200°F (91–93°C) when done. Remove pan from the oven and place pan on a wire rack as you make the icing. (You can also make the icing as the rolls bake.)
Make the glaze: Right before serving, top your cinnamon rolls with glaze. Mix the powdered sugar, vanilla and 2 tablespoons coffee together until smooth and drizzle over rolls. If it seems too thick, add 1 more tablespoon coffee. You may replace the coffee with milk or cream if you do not want a coffee-flavored glaze. If you prefer a thicker glaze, add more powdered sugar and then add salt to cut the sweetness. (See note below for Cream Cheese Icing option.)
Cover leftover frosted or unfrosted rolls tightly and store at room temperature for up to 2 days or in the refrigerator for up to 5 days.