In a bread maker, first add the water, milk, egg,and salt.
Then add the sugar.
On top of the sugar add the flour.
Make a well in the middle of the flour and add the yeast.
Place bread pan in the bread maker and set on the dough setting.
While waiting for the dough, mix the sugar, cinnamon, and butter for the filling.
Set aside.
Once the dough is made in the bread maker, remove the dough and place on a lightly floured surface.
With a floured rolling pin, roll out the dough until it is about 1/2 inch thick.
Even spread the cinnamon filling evenly over the dough.
Sprinkle with chopped pecans if using.
Roll the up the dough and seal the edges.
Grease a baking pan.
With a really sharp knife, cut into 1 inch slices, should makes about 12 rolls, and place in greased pan.
Cover rolls and let rise until nearly doubled, about 1 hour or less.
Bake in a preheated 350F oven for 25 to 30 minutes.
For the icing: mix all the ingredients together and serve over warm rolls.
Optional: Once the rolls are cut and placed into a greased pan, you can cover and place in refrigerator overnight and just pop them into a pre-heated oven in the morning.