Mix yeast with a few tablespoons of body-temperature water. To get the perfect temperature feel water with your wrist until it feels neither hot not cold. Let stand for 5 minutes.
Mix in milk, flour, and most of the water.
Mix dough by hand or with a dough hook, adding more water if necessary, until dough is smooth and elastic.
Form dough into balls (about 100g each) and let proof until dough has doubled in size (about 30 minutes)
For the filling, incorporate sugar with cinnamon and melted butter.
Roll out dough into long strips about 6cm wide and spear filling evenly on one side before rolling dough into shape.
Smoke at 325F (162C) for 30 – 40 minutes.
For icing, incorporate icing sugar with vanilla and milk, starting with 3 tablespoons of milk and adding more until a thick but smooth consistency is reached.