In a large mixing bowl, combine the warm milk and active dry yeast. Let it sit for about 5 minutes until frothy.
Add the melted butter, granulated sugar, eggs, and vanilla extract to the yeast mixture. Whisk until well combined.
In another bowl, whisk together the flour and salt. Gradually add the dry ingredients to the wet mixture, stirring until a dough forms.
Knead the dough on a lightly floured surface for about 5-7 minutes until smooth and elastic.
Place the dough in a greased bowl, cover with a clean kitchen towel, and let it rise in a warm place for about 1 hour or until doubled in size.
Preheat your oven to 375°F and grease a muffin tin.
Once the dough has risen, roll it out on a floured surface into a rectangle about 1/4 inch thick. Spread the softened butter evenly over the dough, then sprinkle with cinnamon sugar.
Roll the dough tightly into a log, then cut it into 12 equal pieces.
Place each piece into the greased muffin tin, standing upright. Cover and let rise for another 30 minutes.
Bake for 18-20 minutes or until golden brown. Let cool slightly before dusting with powdered sugar if desired.