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For the Frosting: Combine cream cheese and vanilla with half the powdered sugar in the bowl of a stand mixer fitted with a paddle attachment. Mix on low to moisten, then sprinkle in the rest of the sugar a little at a time. Once it is incorporated, increase to medium and beat until creamy and pale ivory, about 5 minutes. Transfer to a zip-top bag or disposable pastry bag and set aside until needed, up to 24 hours at room temperature. (If your kitchen is chilly and the frosting hardens in that time, briefly microwave the bag to restore its creamy texture before use.)
For the Filling: Prepare filling with the same bowl and beater, mixing butter, brown sugar, cinnamon, nutmeg, and salt on low speed until moistened. Increase to medium and beat the dark paste until creamy, light in color, and very soft, about 5 minutes. Transfer to a zip-top bag or disposable pastry bag and set aside until needed, up to 24 hours at room temperature.
For the Dough: Wipe the bowl with a paper towel, then whisk together flour, sugar, yeast, salt, and baking soda until thoroughly combined. Melt butter in a 2-quart saucier over low heat, then stir in milk and yogurt, warming to about 80°F (27°C). Add to flour and stir to form a very dry and shaggy dough. With the hook attachment, knead on low until silky-smooth and elastic, able to be gently stretched into a thin but rough sheet without tearing, about 20 minutes.
First Rise: Cover bowl with plastic and set dough to rise until puffy, light, and doubled in bulk, about 90 minutes at roughly 70°F (21°C). If the dough feels dense, firm, or overly resilient, rest 15 minutes before testing again (this is more likely in chilly months).
Shaping: Turn dough onto a lightly floured surface, dust with flour, and roll into a 13-inch square. Snip a corner from the bag of cinnamon filling, squeeze over the dough, and spread into an even layer with an offset spatula. Sprinkle pecans on top and roll to form a 12-inch log, ending seam side down.
Slide an 8-inch strand of thread, unflavored dental floss, or butcher's twine under the dough until you reach the middle. Cross the ends over the top and pull tight to divide the log in two. Cut each half into six 1-inch slices and arrange in a parchment-lined 9- by 13- by 2-inch aluminum baking pan (or two 8-inch by 3-inch round cake pans).
Second Rise: Cover rolls with foil and refrigerate overnight, or up to 48 hours. Adjust oven rack to middle position and preheat to 350°F (180°C); meanwhile, let cinnamon rolls stand at room temperature until oven is hot.
To Bake and Serve: Bake, covered, until cinnamon rolls are puffed and firm but pale, about 45 minutes. (If using darker pans, check on the cinnamon rolls after 30 minutes.) Remove the foil and continue baking until lightly browned, about 15 minutes more. Snip a corner from the bag of frosting, squeeze over the cinnamon rolls, and spread into an even layer with the back of a spoon. Serve immediately, and leave no survivors; life’s too short for day-old cinnamon rolls.