Step 1

To make the dough: In the bowl of a stand mixer fitted with the whisk attachment or in a large bowl with a hand mixer (or with a regular whisk), beat the egg yolks, whole egg, sugar, melted butter, and buttermilk together until combined. Slowly whisk in 2 cups of the flour, the yeast, and the salt until just combined. Switch to the dough hook and add 1 ¼ cups of flour to the bowl. Knead the dough for 5 minutes. If at this point the dough is still very sticky, add in another ½ cup flour and continue to knead for another 3 - 5 minutes. If after two minutes of kneading has passed and the dough is still sticky, stir in the remaining ¼ cup flour and knead until the dough is soft and slightly tacky but not sticky. Overall, the dough should knead for about 10 minutes in the mixer (by hand this will take closer to 15 minutes).

Step 2

Turn the dough out on to a lightly floured work surface and knead by hand for 30 seconds. Transfer the dough to a lightly oiled bowl, rolling it around in the bowl to cover all of the sides with oil. Cover the bowl tightly with plastic wrap and allow the dough to rise in a warm spot for 2 - 2 ½ hours, until it doubles in size.

Step 3

To assemble the rolls: Grease a 9x13-inch (3 quart) glass or ceramic baking dish. Turn the dough out on to a lightly floured surface and shape the dough with your hands into a 12x18-inch rectangle with the long side facing you. Using an offset spatula, gently spread the dulce de leche out over the dough leaving a ½-inch border around the outside edges. Sprinkle the cinnamon and pinch of salt evenly over the dulce de leche.

Step 4

Starting with the long edge closest to you, roll the dough into a tight long roll, pinching the seam at the end into the dough to seal it together. A tight roll is important here to keep the dulce de leche from oozing out too much. With the seam side down, slice the roll into 12 equal-sized pieces with a serrated knife. Place each piece into the baking dish, cut side down. Cover the dish tightly with plastic wrap and refrigerate overnight or up to 16 hours.

Step 5

To bake the rolls: In the morning, bring a kettle of water to a boil. Remove the baking dish from the fridge and place it on the middle rack in a turned off oven. Fill a shallow pan 2/3-full with the boiling water and place the pan of water on a rack under the baking dish in the oven; close the oven door and allow the rolls to proof for 30 minutes, until they are slightly puffy - they will not double in size. Remove the baking dish and pan of water from the oven.

Step 6

Preheat the oven to 350°. Remove the plastic wrap from the baking dish and bake the rolls for 30 minutes, until they are golden brown. Some of the filling will have oozed out into the pan but don't worry - it's all still amazing. Allow the rolls to cool in the dish on a wire rack until they are warm but not hot.

Step 7

To make the vanilla glaze: While the rolls are cooling, whisk the milk and vanilla into the sifted sugar until the mixture is thick, glossy, and smooth. If it's too thick, add a little more milk by the teaspoon until it reaches your desired consistency. Pour the glaze over the rolls and serve immediately.