In a small bowl, combine warm milk and yeast. Let it sit for about 5 minutes until it becomes frothy.

In a large mixing bowl, whisk together sugar, melted butter, egg, and vanilla. Add the frothy yeast mixture and stir until combined.

Gradually add the flour and salt, and then turn the dough onto a floured surface.

Knead for about 5 minutes until the dough is smooth and elastic.

Place the dough in a greased bowl, cover with a towel, and let rise for about 1 hour or until doubled in size.

While the dough rises, mix the brown sugar, cinnamon, and chopped pecans in a bowl.

Once the dough has risen, punch it down and roll it out into a rectangle, about 1/4 inch thick.

Spread melted butter over the rolled dough, sprinkle with the filling mixture, and tightly roll it into a log.

Cut the log into 12 pieces and place them in a greased baking dish.

Cover and let rise for another 30 minutes.

Preheat the oven to 350°F (175°C) and bake the rolls for about 25 minutes.

Allow to cool slightly, then mix powdered sugar and milk for icing and drizzle over the rolls.