Perfect for a holiday morning, these beautiful, individually baked rolls take a little more care and attention as you braid each one, but the finished product is well worth it. They are a showstopper that will have everyone asking how you did it—and lucky for you the process is much easier than it looks. Be sure to use a nonstick muffin tin so the rolls slip right out while they are still warm and gooey.
Whisk together the flour, granulated sugar, yeast and 1 teaspoon salt in the bowl of a stand mixer fitted with the dough hook.
Combine the milk and 4 tablespoons of the butter in a small saucepan and heat over medium until the butter melts. Remove from the heat and let cool until the milk mixture is about 120 degrees F. Beat in the eggs.
Add the milk mixture to the flour mixture. Mix on medium speed until all the flour is incorporated, about 3 minutes. Increase the speed to high and mix until the dough forms a ball and pulls away from the sides of the bowl, about 5 minutes. Grease a medium bowl with butter and add the ball of dough, flipping to coat. Cover the bowl with plastic wrap and put in a warm place until doubled in size, about 1 hour.
Meanwhile, whisk the brown sugar, cinnamon and remaining 1/2 teaspoon salt in a medium bowl. Stir in the remaining 6 tablespoons butter until well combined and spreadable; set aside.
Generously flour a work surface and roll the dough out into a 12-by-15-inch rectangle with one of the shorter ends closest to you. Spread the brown sugar mixture evenly over the dough all the way to the edges. Fold the edge closest to you up and over a third of the way, then fold the top edge down to cover it like a letter. Pinch the edges closed to seal in the filling. Flip it over the dough so the seam is on the bottom and roll again into an 8-by-12-inch rectangle.
Using a sharp knife, cut the dough into twelve 1-inch-wide strips. Working one at a time and starting 1/2 inch in from one end, cut each strip of dough lengthwise into 3 smaller strips so they remained attached at the top. Braid the three strips together, lightly pinch the ends and gently roll the braid into a spiral. Tuck the rolled dough into a nonstick muffin tin with the uncut end at the bottom of the cup and the braided side up. Repeat with the remaining dough. Cover the tin with plastic wrap and put in a warm place until puffy, about 45 minutes.
Preheat the oven to 350 degrees F.
Bake the cinnamon rolls, rotating the pan halfway through, until golden, about 20 minutes. Let cool in the pan for 5 minutes and then turn out onto a wire cooling rack.
Whisk the confectioners' sugar, cream and vanilla in a small bowl until smooth and spread on the rolls while they are still warm.
When measuring flour, we spoon it into a dry measuring cup and level off excess. (Scooping directly from the bag compacts the flour, resulting in dry baked goods.)