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Warm the milk in a small pot over medium heat until the temperature reaches 110 degrees. Stir in 2 tablespoons sugar and yeast until combined. Let sit until mixture is slightly foamy and small bubbles have formed, about 5 minutes.
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Combine flour, remaining 2 tablespoons sugar, baking powder and salt in the bowl of a stand mixer fitted with the paddle attachment. Mix briefly to combine.
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Add yeast mixture and egg; mix on low until just combined. Add melted butter and mix, scraping the bowl as necessary, until a shaggy dough forms.
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Change to the dough hook attachment. Knead for 4-5 minutes, or until dough is smooth and elastic. Lightly grease a large bowl and place dough in the bowl. Cover tightly and place in a warm, draft-free area. Let sit until the dough has about doubled in size, 1 1/2 to 2 hours.
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Punch dough down to release any air bubbles. Cover tightly and chill the dough in the refrigerator for 1 hour and up to overnight.
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Turn the chilled dough out onto a lightly floured surface and roll to a 16 x 10-inch rectangle and approximately 1/4- to 1/3-inch thickness.
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Combine brown sugar, spices, citrus zests and salt in a small bowl. Brush surface of the dough with half of the melted butter and sprinkle brown sugar mixture in an even layer, patting to make sure it’s sticking. Drizzle with remaining butter.
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Starting at the end closest to you (the long side of the dough), roll dough up into a tight coil, pressing lightly as you roll to make sure there are no gaps between the dough and the filling. Cut log into eight even pieces. Line a 10 inch cast iron skillet with parchment paper and arrange the rolls in the pan, leaving a bit of space between each piece.
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Cover rolls lightly with plastic wrap and place in a warm, draft-free area until the rolls have puffed and spring back slightly when pressed with your finger, about 1 hour. Alternatively, the rolls can be covered and refrigerated overnight. (If you refrigerated the rolls overnight, it may take closer to 1 1/2 to 2 hours for them to puff up.)
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Heat oven to 375 degrees. Place rolls in oven and bake until they are golden brown and fluffy and the sugar has started to bubble up around the edges, about 32 to 35 minutes.
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Meanwhile, make the glaze: In the bowl of a stand mixer or using a hand mixer, mix together the cream cheese, clementine juice, clementine zest, powdered sugar and salt. Frost the warm cinnamon rolls with the cream cheese frosting.