Step 1

For the dough, combine in a large bowl the flour, sugar, instant yeast and salt. Heat milk in a small pot over the stove or in the microwave until quite warm. Add butter and stir until melted. Add vegetable oil and vanilla.

Step 2

Cool milk mixture to lukewarm if necessary. You should barely be able to feel it when you stick your finger in it. Make a well in the dry ingredients and add milk mixture along with egg and water. Mix by hand or using stand mixer until the mixture forms a very soft, sticky dough. The dough will be very sticky but do not add more flour. The more you knead, the less sticky it will become. Knead until it feels very smooth, about 6-8 minutes. Cover well with plastic wrap and proof for 1½ - 2 hours or until doubled in bulk.

Step 3

While dough is rising, combine the brown sugar and cinnamon in a small bowl for the filling. Once the dough has proofed, roll out into a rectangle that measures 15x10 inches. Use a small amount of flour on your work surface to prevent sticking. Spread the soft butter over entire surface of the dough, then sprinkle on the brown sugar and cinnamon mixture. Starting from long edge closest to you, roll dough as tightly as you can. When you reach the end, pinch the seam very well to seal.

Step 4

Using a sharp knife or a piece of string, cut the roll into 8-12 buns. Arrange evenly in a buttered parchment lined 14 x 8 inch pan and cover with plastic. Allow to rise in a warm place for another 45-60 minutes or until doubled in size.

Step 5

Preheat oven to 375F/190C. Bake rolls for 18-22 minutes or until golden brown and fully cooked in the middles. Set aside to cool while making the frosting.

Step 6

For frosting, cream together cream cheese and butter until smooth. You can do this by hand or with an electric mixer. Slowly add the powdered sugar, a couple of tablespoons at a time, creaming well after each addition. Add vanilla and beat until smooth.

Step 7

Frost cinnamon rolls while they are still slightly warm but not too hot. The frosting should not melt. Serve immediately or keep well wrapped in the refrigerator for up to 5 days.