1. Take the loaf of dough and roll it into a flat rectangular shape.
2. Brush the dough with melted butter.
3. Take a large bowl and add the sugar, cinnamon and chopped nuts.
4. Layer the mixture over the dough.
5. Beginning with the long end, roll the dough up into a log. Moisten the edges with a little water to seal it.
6. Cut the log into slices.
7. Place slices into lightly buttered cake pans and set aside at room temperature.
8. Allow the dough to rise for approximately 1 and a half hours (dough will double in size).
9. Pour the heavy cream over the rolls and bake at 350F for approximately 25 to 30 minutes.
10. Combine milk, sugar and vanilla and drizzle over rolls during the last 5 minutes of baking.