Add Butter (4 tablespoon) to Milk (1 1/4 cup), sprinkle the Instant Dry Yeast (2 1/4 teaspoon) and mix to combine, let it sit for 5-10 minutes until foamy.
In the bowl of a stand mixer fitted with a dough hook, add All-Purpose Flour (3 3/4 cup), Caster Sugar (1/4 cup) and Salt (1 1/2 teaspoon) and mix, add yeast mixture and Large Egg (1).
Mix on low speed until a dough forms, increase speed to medium high and mix for 5-7 minutes or until the dough is soft.
Grease the bowl with a little bit of oil, rub the dough with oil so that it does not dries out. Cover with plastic wrap or aluminum foil. Place it somewhere warm to rise for 1-2 hours (mine took 1 hour).
Make caramel sauce by combining Brown Sugar (1 cup),Butter (1/2 cup), Heavy Cream (1/4 cup), and Salt (1 pinch) in a sauce pan over medium heat. Cook stirring frequently until the butter is melted and sugar is dissolved. Pour the caramel in a 9x13 inch pan. Sprinkle Chopped Pecans (to taste).
To make the cinnamon sugar, combine Brown Sugar (1 cup) and Ground Cinnamon (2 tablespoon) in a bowl.
Once the dough has doubled in size, place on a floured surface and roll it out to a 16 inch rectangle. Spread the Butter (1/3 cup) and sprinkle evenly with the cinnamon sugar. Tightly roll the dough. Cut into 16 pieces. Place them cut side down on the pan. Cover with plastic wrap and allow to rise for 30-45 minutes.
In the meantime, preheat oven to 350 degrees F (180 degrees C).
Once risen, bake for 30-35 minutes.
Allow to rest for 5 minutes then invert onto a big platter. If you have leftover you can put it the microwave for about 20 seconds and they will be soft again.