Lightly grease 2 round cake pans with butter.
Roll bread dough out to an 18×6-inch rectangle and brush with melted butter. Mix brown sugar, walnuts, and cinnamon in a bowl; sprinkle over dough. Roll dough into a log, starting at the long edge. Moisten edge with a little water; seal the edge. Cut log into 20 slices; arrange rolls, cut sides down, in prepared cake pans. Cover with a towel and let rise in a warm place until doubled in volume, about 1 1/2 hours.
Preheat oven to 350 degrees F (175 degrees C). Pour heavy cream over dough.
Bake in preheated oven until golden brown, about 25 minutes.
Stir confectioners’ sugar, milk, and vanilla extract in a bowl until smooth, adding more milk or sugar as needed so the mixture is easily drizzled. Drizzle over warm cinnamon rolls to serve.
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