For the dough: Place the warm milk in a small bowl. Sprinkle the yeast over the milk and set aside for 5 minutes. In a stand mixer fitted with the paddle attachment, cream the butter and granulated sugar until light and fluffy. Beat in the oil and vanilla. Beat in the yolks one at a time, beating well between additions. Beat on high speed for 2 to 3 minutes, then lower the speed and mix in the flour and salt. Mix in the milk and yeast mixture. Change to a dough hook attachment and mix until a soft dough forms. Turn the dough out onto a floured work surface and gently knead it by hand for 2 to 3 minutes. The dough should be soft and smooth. Place the dough in a buttered or oiled bowl. Cover with plastic wrap and set aside until doubled in size-this may take 2 to 2 1/2 hours at room temperature. (I proof this dough in my garage. My kitchen is too cool and I become impatient. Sometimes I proof it overnight in the refrigerator, allowing it to come to room temperature before filling the buns the next day.) For the filling: Heat the oven to 350 degrees F. Place the hazelnuts on a rimmed baking sheet and bake, stirring often, until golden brown and fragrant, about 20 minutes. Let cool completely. Place in a food processor and pulse until they are very finely ground; don't over-grind them or you'll end up with an oily paste. I like to add 1 tablespoon confectioners' sugar while pulsing. Set aside. Cut the bacon into 1/4-inch pieces. Cook in a heavy skillet over medium heat until very crispy but not burnt. Drain off the fat (reserve it for another use). Finely chop the bacon in a food processor. Alternatively, you can place the raw cut bacon pieces in a food processor and pulse until the bacon looks like chopped ham salad; place the bacon in a large saute pan over medium heat and cook, stirring constantly, until crispy. (Be careful as bacon bits tend to spatter more than bigger pieces-I always use a splatter guard over the skillet.) Let the bacon bits cool on paper towels. Combine the cooled bacon and ground hazelnuts in a bowl and set aside. Cut the butter into equal-sized pieces. Put the butter in a light-colored saucepan (it's important to see the bottom of the pan to gauge the color of the butter as it cooks) and place it over medium heat. Melt the butter, stirring constantly. The butter will start to bubble and foam up; keep stirring. As the foam subsides, the color of the butter will begin to darken. As soon as it looks like it's browning, quickly pour the butter into a heatproof cup or bowl to prevent additional browning. To make the schmear, in a heatproof bowl, combine the brown sugar and cinnamon. In a small saucepan, heat 1/4 cup of the heavy cream with the brown butter. Bring this to a boil and immediately pour it over the sugar-and-cinnamon mixture and stir to dissolve the sugar. Let cool completely and set aside. In a small bowl, make a glaze by combing the remaining 1/4 cup heavy cream, confectioners' sugar, vanilla, bourbon and salt. Whisk until smooth and set aside. Once the dough has doubled in size, grease two 6-cup extra-large muffin or cupcake tins. Dump the dough onto a floured work surface. Roll it out to an 18x20-inch rectangle that's 1 inch thick. Spread the brown butter schmear over the dough, leaving a 1-inch border around the edges to help seal the buns. Brush the beaten egg over the border. Set aside about 3/4 cup of the bacon-hazelnut mixture for the top of the buns. Sprinkle the rest over the schmear and pat down so it sticks. Begin rolling the dough up from the edge closest to you, keeping the roll tight. When you reach the egg wash part, pinch the dough together to seal the roll.
Cut the log into 12 pieces, each about 1 3/4 inches wide. Reshape each bun so it's round (cutting tends to flatten one side). Gently place the buns into the greased muffin tins. Lightly brush the tops with beaten egg and sprinkle with the remaining bacon-hazelnut mixture (about 1 tablespoon per bun). Cover the buns with plastic wrap and set aside to proof again until doubled in size, about 1 hour. Heat the oven to 375 degrees F. I place the muffin tins on baking sheets to prevent any filling from dripping onto the oven floor. Bake the buns for 12 minutes. Rotate the pans and bake until the buns are golden brown and cooked through (a digital thermometer inserted into the center of a bun will read 185 degrees F when they are fully baked), about 12 minutes longer. Remove the pans from the oven and let cool for about 10 minutes before removing the buns and letting them cool on a wire rack. Drizzle the glaze generously over the buns. Enjoy the buns the same day you bake them, or make bread pudding with them. I have a recipe for Cinni Mini Bun Bread Pudding in my book "Baking Out Loud."
The brown butter can be made far in advance and kept refrigerated for several weeks. I use it for ice creams, waffle batters and buttercreams, making it very handy to have on hand. And if you have leftover bacon from breakfast; just chop that into small pieces (you'll want 3/4 cup) and use it instead of cooking bacon as directed in the recipe.