Making the Dough

Cup of Yum
1. Place the milk in a small saucepan and gently warm it over low heat.
2. Add the butter to the warm milk and let it melt, making sure to remove it from the heat to prevent overheating. The mixture should be between 40° C - 45° C (105° F -115° F).
3. Place the warm milk&butter mixture into the bowl of your stand mixer fitted with the dough hook, and stir in the yeast. Let it foam for approximately 10 minutes. 
4. Add the flour, sugar, and salt to the bowl and mix well until all are combined and formed a dough.
5. To finish, add the egg to the mixing bowl and continue to whisk until the dough comes together and detaches from the sides. It typically takes 4 to 5 minutes for the dough to become a soft, slightly sticky, and stretchy texture. If the dough is still too sticky, add a little bit more flour until it becomes somewhat sticky but still very soft and easy to work with. I usually start with 350 grams of flour and increase it gradually until I get the right texture.
6. Turn the dough to a lightly floured surface and shape it into a ball.
7. Lightly grease a large bowl with oil and place the dough ball into it. Cover the bowl with a clean kitchen towel and let the dough rest in a warm place for 15 minutes.

Shaping the Cinnamon Rolls

1. Turn the dough onto a lightly floured working top, and sprinkle some more flour on the dough ball.
2. Using a rolling pin, roll the dough ball out into a 35cm x 28cm (14" × 11") rectangle. The size of the rectangle can vary slightly, it does not have to be exact.
3. Spread the softened butter over the dough with an offset spatula.
4. Sprinkle the brown sugar, cinnamon, and walnuts evenly over the butter into a thin layer.
5. Tightly roll the dough from the long side to the long side to turn it into a log. 
6. Line your air fryer basket with parchment paper and cut the log into 8 or 9 equal rolls. For reference, my air fryer basket is 23 cm x 23 cm (9" x 9") and can easily fit 9 cinnamon rolls. If your air fryer is smaller, I recommend doing it in 2 batches to ensure even cooking and avoid overcrowding the basket.
7. Place the rolls in the air fryer basket leaving approximately an inch of space around them.
8. Cover the air fryer basket with a clean kitchen towel and allow the rolls to rise in a warm place for 30 to 40 minutes or until nearly double.

Baking the Cinnamon Rolls

1. When the cinnamon rolls are doubled in size, place them into your air fryer and bake them at 190° C (375° F) for 6 minutes.
2. Flip them carefully and bake them for another 5 to 6 minutes, until they are nicely browned.
3. Prepare the cream cheese frosting while the cinnamon rolls are baking.
4. Place the softened butter, cream cheese, icing sugar, and vanilla paste into a medium-sized bowl.
5. Using a whisk or a hand blender, whip them until smooth and all incorporated.
6. Let the cinnamon rolls cool down for 10 minutes before covering them with the cream cheese frosting.