Dough and Filling
In a mixing bowl, stir together the milk, sugar, and yeast; proof for 10 minutes. Stir in the egg, butter, and salt. Stir in just enough flour to make a cohesive dough, the softer the better. On a floured surface, knead by hand until no longer sticky, about 3 minutes; then turn and knead 1 minute longer.

Let the dough rise at warm room temperature until doubled in size, about 45 minutes. Shape into a rectangle and let rest 10 minutes at room temperature.

Roll the dough into a rectangle about 12 by 15 inches. Stir together the brown sugar and cinnamon. Brush the top of the dough rectangle with melted butter, sprinkle with cinnamon sugar, and top with pecans if you like.

Starting at a long edge, tightly roll up the dough; pinch the edges to seal. With a sharp knife, cut crosswise into 1-inch slices, discarding the ends if irregular.

Grease a quarter sheet pan or jelly roll pan and place the rolls on it. Leave at warm room temperature to rise for 45 minutes. Meanwhile, preheat the oven to 350°F. When the rolls have risen, bake until golden brown, about 30 minutes.

Cream Cheese Frosting
While the rolls are baking, put the cream cheese, butter, vanilla, and boiling water in a mixing bowl; stir until perfectly smooth. Stir in the powdered sugar. Spoon into a small sealable plastic food storage bag. With scissors, snip off a bottom corner and squeeze the bag to pipe the frosting over the baked cinnamon rolls.