Instructions

TO MAKE THE DOUGH:

1. In the bowl of a stand mixer fitted with a dough hook (or a large bowl, if kneading by hand), combine the flour, sugar, yeast and salt.
2. In a 2-cup liquid measuring cup with a spout (or a medium microwave-safe bowl), combine the butter and milk and heat in the microwave just until the butter is melted; about 1 minute. Mix in the cold water. This should bring down the temperature of the mixture so its perfectly warm and not too hot. A food thermometer should register between 105F-115F or a finger dipped in it should feel comfortably hot.
3. Whisk the water, vanilla and eggs into the milk mixture. Pour over the flour mixture and mix on low speed until a cohesive dough starts coming together.
4. Continue to knead until smooth and elastic, and the dough clears the sides of the bowl but sticks to the bottom. It should feel tacky but not sticky. If its still very sticky, mix in additional flour 1 tablespoon at a time (I usually need an extra 4 tablespoons, but it differs from one environment to another). DO NOT add flour until it feels super neat and dry or you'll end up with tough and dry results. It should stick to your finger, but leave it clean when you pull it away.. After you've perfected the consistency, knead for another 3 to 5 minutes.
5. Transfer the dough to a lightly oiled bowl, turning once to coat, then cover with plastic wrap. Let rise in a warm place (*see note below for tip) until doubled in size; about 1 hour.

TO PREPARE THE CINNAMON TWIST ROLL:

1. Coat a 12-inch (30.4 cm) oven-safe skillet (or cake pan of the same size) with non-stick cooking spray or butter.
2. In a small bowl, combine the melted butter and and vanilla. In another small bowl, mixture together the brown sugar and cinnamon.
3. Turn out the dough on a work surface. Try to avoid dusting it with flour if you can. If the dough is sticking to the counter then grease the counter with a little oil. I like to use a very large silicon mat which does not stick at all to the dough, so if you have one use it. Divide the dough into two equal pieces and roll each piece into a rope about 3 to 4 feet (92 to 121 cm) long. This is where things are gonna start getting messy, so if aren't ok with that, then carefully transfer the dough rolls to long piece of parchment paper.
4. Liberally brush the dough ropes with the melted butter and vanilla mixture, making sure to cover all sides of the dough. You will most probably have some melted butter leftover; save it. Sprinkle the cinnamon-sugar mixture over them then lightly press and move around to coat all sides of the dough. Don't worry if you have a lot of excess cinnamon-sugar mixture that haven't stuck to the ropes; we'll use it later.
5. Make sure the ropes are lining side by side, parallel to each other with both ends starting and ending together. Starting from the center of the ropes, cross one rope on top of the other, creating an X shape. Now working with one side at a time, start twisting the ropes starting from X meeting point, working your way to the ends. Pinch the ends together to stick. Repeat with the other side of the rope until you have a full 2-strand braid (or twist).
6. Starting in the center of your skillet (or pan), carefully place the twisted dough inside and wind it around. If you have any extra butter from the brushing or leftover cinnamon sugar, drizzle or sprinkle them over the dough. (After this point, the prepared dough can be wrapped in plastic wrap and refrigerated overnight to be baked off the next day. See note below for details.) 
7. Lightly cover the skillet with plastic wrap and let the dough rise in a warm place until doubled in size; 45 minutes to an hour.
8. In the last 15 minutes of rising, preheat the oven to 350F/180C.
9. Once the dough is doubled, remove the plastic wrap and bake for about 25 minutes(if making in a cake pan, it could take longer) until the top is deep golden brown and the insides do not look doughy anymore. Stick a tooth pick in the center of the dough and take a peak or pull a tiny piece to make sure its baked through. A food thermometer should register at 190F/88C. DO NOT overbake or the bread will turn out dry. If you notice that your bread is getting too dark, lightly cover it with a piece of aluminum foil. While the cinnamon twist roll is baking, prepare the cream cheese gaze.

TO MAKE THE CREAM CHEESE GLAZE:

1. In a medium bowl, whisk the cream cheese until very smooth. Add the confectioners' sugar and whisk. It will be lumpy at this point. Add 3 tablespoons heavy cream and whisk until the mixture loosens up and smoothes out. The glaze should be thick but pourable. Add another tablespoon of heavy cream if you'd like to thin out to a more pourable consistency. Tightly cover with plastic wrap until ready to pour over the bread

TO SERVE:

1. Once the cinnamon twist roll is baked, remove from the oven, then immediately drizzle with the cream cheese glaze. Allow to cool for a few minutes, then serve but unwinding the swirl and cutting individual sized pieces of it. Serve warm. Leftovers can be placed in an airtight container and warmed up in the microwave.