Preheat the oven to 180˚C/160˚C fan/gas mark 4. Grease a baking tin then combine the yeast & warm water in a bowl, set aside for a few mins to froth.
Whisk the milk, sugar, melted butter, salt & egg together in a large bowl. Stir in half of the flour, then stir in the yeast mixture. Add the remaining flour until well combined. Turn the dough onto a floured surface & knead for 5-10 mins. Place in a greased bowl covered with a clean tea towel & leave in a warm spot for 1-1½ hours until it has doubled in size. Roll out on a floured surface again to about 38cm x 23cm. Spread the melted butter for the filling all over the dough.
Mix the sugar & cinnamon, then sprinkle with the butter & pecans. Roll the dough into a log. Trim off the ends, then slice into 12-15 pieces.
Place the slices close together in the prepared tin & leave to rise in a warm spot for 45 minutes until doubled in size. Bake for about 30 mins until
Mix the cream cheese, icing sugar & vanilla in a bowl. Spread over the baked rolls & serve warm.