Prepare the dough: In a large mixing bowl, combine warm milk, sugar, and yeast. Let it sit for 5 minutes until it’s foamy.
Add in melted butter, egg, vanilla extract, and salt. Gradually mix in the flour and knead until soft and slightly sticky—this will take about 5 to 7 minutes.
Let the dough rise: Place the dough in a greased bowl, cover it with a clean towel, and let it rise in a warm place for 1 to 1.5 hours, or until it doubles in size.
Make the filling: While the dough is rising, mix softened butter, sugar, lemon zest, and lemon juice until smooth.Roll and fill: On a floured surface, roll out the dough into a 12×18-inch rectangle. Spread the lemon filling evenly over the dough.
Shape the rolls: Roll the dough tightly from the long side to form a log. Slice it into 12 equal rolls and place them in a greased 9×13-inch baking dish.
Second rise: Cover the rolls and let them rise for another 30 minutes, or until they’re puffy.
Bake: Preheat the oven to 350°F (175°C). Bake the rolls for 20 to 25 minutes or until they turn golden brown.
Prepare the glaze: In a small bowl, whisk together powdered sugar, lemon juice, and lemon zest until the mixture is smooth.
Glaze and serve: Drizzle the lemon glaze over the warm rolls and enjoy!