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For the cinnamon rolls: Pour the warm milk into the bowl of a stand mixer and add the yeast and 1 teaspoon of the granulated sugar. Stir lightly. Set aside until the yeast is foamy, 5 to 10 minutes.
Fit the mixer with the paddle attachment. On low speed, beat in the remaining granulated sugar. Add the salt, butter, egg, and 2 cups of the flour and mix until combined. With the mixer running on low speed, add the remaining 3/4 cup flour, 1/4 cup at a time, until a soft dough forms and the dough starts to pull away from the sides of the bowl.
Beat on low speed for 2 minutes more to knead the dough. Cover the bowl of the mixer with a clean dishtowel and let rest for 15 minutes.
For the filling: Prepare the slow cooker by lining the inside with parchment paper and spraying with cooking spray.
In a small bowl, combine the cinnamon, granulated sugar, and pecans.
Turn the dough out onto a board and roll it out to an 8 x 14-inch rectangle. Spread the softened butter on top. Sprinkle the cinnamon mixture evenly over the dough.
Roll the dough tightly starting from one long edge, then slice it crosswise into 10 even pieces. Arrange the rolls inside the lined slow cooker. Place a long piece of paper towel over the top of the slow cooker and cover with the lid.
Cook on High for 2 hours. Once the rolls are completely cooked, transfer them to a serving platter by lifting out the parchment paper.
For the cream cheese frosting: In a small bowl, whisk together the powdered sugar, cream cheese, milk, and vanilla until smooth. Drizzle over the warm rolls and serve immediately.