Into a mug, put Water (1/4 cup) and Caster Sugar (1 tablespoon). Add Instant Dry Yeast (1 3/4 teaspoon). Leave it aside for 5 minutes.
Pour All-Purpose Flour (3 cup) into a mixing bowl. Add Caster Sugar (1/4 cup). Mix them together. Add Egg (1), Milk (3/4 cup), Vanilla Extract (1 teaspoon), Butter (150 gram) with the yeast mixture in the center. Mix it all together.
On a lightly floured surface, knead the dough for three or four minutes. Put it into a clean bowl, and cover it with plastic wrap. Set it aside for about an hour.
For the filling: Brown Sugar (1/2 cup), Caster Sugar (1/4 cup), and Ground Cinnamon (2 tablespoon) into a jug. Mix them together.
Once the dough has doubled in size, take it out of the bowl and punch it in the middle and knead it it for a few minutes. Roll it out for about forty centimetres and thirty centimeters into a big rectangle. With a spatula, spread the softened Butter (100 gram) it. Sprinkle the cinnamon mixture all over.
Taking on of the long ends, gently roll up the dough. Cut it into sixteen individual slices and put them into a tray lined with non stick baking paper. Cover it with a clean wrap and keep it at a warm spot for an hour.
Brush over the top of each one with some melted butter. Place them into an oven preheated to 350 degrees F (180 degrees C) for about 30 minutes. Leave them in the tray for a few minutes to chill, then serve!