In a small bowl, dissolve the yeast in the warm water.
In a large bowl, mix milk, sugar, melted butter, salt and egg. Add the yeast mixture.
Add flour cup by cup mixing until the dough is easy to handle. Knead dough for 5 minutes. Place in a bowl, cover and let rise so it doubles in size -about an hour.
Punch down the dough and roll out into a rectangle about 35cm by 25 cm.
Spread melted butter all over the dough and then sprinkle with the sugar and cinnamon mix.
Starting with the long 35cm side roll up the dough and pinch edges together to seal.
Cut into 12 to 15 slices. Place the scrolls close together on a greased oven tray.
Cover with a clean tea towel and leave to rise until double in size. (about 1 hour)
Bake for 10 to 15 minutes in a hot over at 200 degrees Celsius
Make the icing while the scrolls are cooking. Mix all ingredients together to form a smooth paste.
Let the scrolls cool for 10 minutes. Spread the icing over the scrolls.
VARIATIONS: Sprinkle raisins, dried apricots in the filling. Add chopped nuts on top.