In a medium-sized mixing bowl, combine the warm milk and yeast. Allow to it for about 5 minutes or until it starts to get foamy.
Whisk in the sugar, melted butter, salt, and egg.
Stir in the flour until the dough comes together and pulls away from the sides of the bowl. Knead the dough on a lightly floured surface for 5 minutes, or until it is smooth and elastic.
Place in a greased bowl, cover with a clean kitchen towel and let rise until double in size, about an hour.
Punch the dough down and knead a few times until smooth.
Make the pecan topping by combining the brown sugar, corn syrup, and butter in a small saucepan. Heat until the sugar is melted and the mixture starts to simmer. Allow the mixture to simmer for two minutes.
Take the sauce off the heat and stir in the heavy cream.
Place a piece of parchment paper in a 10" skillet, round cake pan or baking dish. Spray with cooking spray. Pour the mixture into the skillet and sprinkle with the chopped pecans. Set aside.
Roll the dough into a 10-inch by 16-inch rectangle (if the dough pulls back too much and doesn't stay rolled out, let it rest for 10 minutes and try again).
Spread the 4 tablespoons of butter on the rolled out dough. Sprinkle with the brown sugar and cinnamon.
Roll up tightly starting on the long edge.
Using a very sharp or serrated knife, cut the log into 8 rolls. Place them on top of the pecan filling in the 10-inch skillet and let them rise until puffed slightly (about 30 minutes).
Bake at 375º F for 25 minutes or until lightly golden brown. Check the rolls at 20 minutes. If they look like they are getting too browned, cover loosely with foil for the remaining baking time.
Remove them from the oven and let them sit for about 15 minutes. CAREFULLY flip the skillet over on a serving plate so that the buns are sticky side up (CARAMEL TOPPING IS SUPER HOT).
Serve warm. Store at room temperature in an airtight container.
*Want more flavor? Add a dash of nutmeg along with the cinnamon.The calories shown are based on the recipe making 8 rolls, with 1 serving being 1 roll. Since different brands of ingredients have different nutritional information, the calories shown are just an estimate.