Mix the lukewarm milk, egg, banana, vanilla extract and melted butter.
Mix all the dry ingredients in a separate bowl, make a hole in the centre and add all the wet ingredients in the centre.
Mix everything until you have a uniform dough. It’s really sticky so don’t worry, that’s just the way this dough is 🙂. That makes them gooey at the end instead of bready and hard.
Let the dough proof for 1 hour covered in cling film. If it’s too cold, place it in the oven with the light on and heat off.
Assembly
Dust flour on a clean tabletop and roll the dough. Every couple of rolls make sure it’s not sticking and dust more flour underneath and on top. Roll it out to a large rectangle (30x40cm or 12x17in). Try to keep it as rectangular as you can. At the very end make sure it’s not stuck and dust more flour if necessary so you can roll it with ease.
For the filling:
Mix all the ingredients except the walnuts in a small bowl.
Spread it out as evenly as possible on the dough using an offset spatula. Sprinkle with the walnuts.
Start rolling: First, do it carefully so it’s nice and tight and once you have the first 2 complete rolls, you can just push it (still very tightly) so it rolls to the end
Cut the rolls (I did mine 3 fingers thick) and place them in a baking pan lined with baking paper at the bottom (this will help later so the sugar doesn’t stick, you’ll thank me!) and arrange them nicely. Keep a decent amount of space between them so that they can rise during proofing and after in the oven without becoming square.
Let them proof for 30min*** (again, it helps if they’re in a warm environment) and then they go in the oven at 180°C/350°F for 20-30min or until they're lightly golden on top.
For the cream cheese frosting
Whip the cream cheese and icing sugar until you have a nice and fluffy consistency. Add the cream little by little mixing in between.
Spread the frosting onto the rolls once they have cooled down. Finish with the chopped walnuts.
Notes
***If you want to proof the rolls overnight to bake them the next morning, the amount of yeast changes to 1 3/4 tsp. The final proofing time is 12 hours in the fridge and no more than 14 hours. After that time they go straight in the oven.