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Step 1
Prepare the dough; In a large bowl, dissolve yeast in warm water; stir in milk, sugar, butter, salt, egg, and 2 cups flour. Mix until smooth. Add remaining 2 cups flour, and mix, using your hands, until incorporated.
Step 2
Transfer dough to a lightly floured work surface; knead until smooth and elastic, about 5 minutes. Spray the inside of a large bowl with cooking spray; transfer dough to bowl, turning to coat. Cover bowl with plastic wrap, and leave in a warm place until dough has doubled in size, about 1 1/2 hours.
Step 3
Punch down dough, and let rise again until doubled, 45 to 60 minutes.
Step 4
Prepare the topping: Spray muffin tin with cooking spray, and place over a baking sheet. In a medium saucepan, melt butter over medium heat; stir in brown sugar, corn syrup, and pecan halves. Cook until sugar is dissolved. Divide pecan mixture between muffin tins.
Step 5
For the filling: In a small bowl, combine sugar and cinnamon; set aside. On a lightly floured work surface, roll out dough to a 12-by-12-inch square. Spread butter over dough, and sprinkle with cinnamon-sugar mixture. Roll up dough, and stretch to even out, if necessary. Using a sharp knife, cut into 12 slices (1 inch each). Transfer slices to muffin tins, and let rise for 40 minutes.
Step 6
Preheat oven to 350 degrees. Bake pecan rolls until lightly browned, 30 to 35 minutes. Remove from oven, and immediately invert onto heatproof plate. Without removing muffin tin, let stand for 1 to 2 minutes.