Add the milk to a microwave-safe container. Microwave in 15-second intervals until the milk reaches 115 to 120°F. Do not exceed 120°F. Add the yeast and stir. Wait 5 minutes to allow the yeast to bloom.

Add the thinly sliced unsalted butter, honey, and salt to a large bowl. Pour in the milk mixture and whisk to combine. Note that the butter will not melt all the way.

Add the egg and whisk to combine.

Add the flour and stir together with a wooden spoon. The dough will be sticky.

Add a generous amount of flour to a clean work surface and place the dough on the flour. Dust the top of the dough with flour and knead it for a few minutes by hand until a smooth dough forms. You may need to keep adding flour because the dough is sticky.

Spray a large bowl lightly with cooking spray. Add the dough to the bowl and roll it around, so it is coated in spray. Cover with plastic wrap and place it in a warm, dry place. Allow it to rise to double the size for 60 to 90 minutes.

Punch down the dough so a lot of the air can escape. On a clean work surface, dust with flour and place the dough on top of the flour. Dust the top lightly and roll it out into a rough rectangular shape, 0.5 inch thick. Using a pizza cutter, cut off the uneven edges.

Cut the dough into squares or rectangles. Roll out the dough scraps and keep cutting and rolling it out until you have 12 (0.5-inch thick) pieces.

Place the dough squares on a parchment-lined baking sheet. Cover with plastic wrap and allow the rolls to double in size for 60 to 90 minutes.

Preheat the oven to 350°F. Bake for 12 to 15 minutes until golden brown on top. Immediately brush with melted butter.

While the rolls are baking, make the cinnamon butter. Place the softened salted butter, powdered sugar, honey, and cinnamon in a medium-sized bowl. Using an electric hand mixer, whip until smooth.

Allow the rolls to cool slightly and serve warm with cinnamon butter.