Dough
2 large egg yolks
1 whole egg
2 tablespoons sugar
3 tablespoons unsalted butter, melted
3 ounces buttermilk
2 cups all purpose flour, plus additional for dusting
1 1/8 teaspoon yeast
1 1/8 teaspoon salt
Filling
½ cup brown sugar
1 ½ teaspoon ground cinnamon
½ cup toasted pecans, chopped
3 tablespoons unsalted butter, melted
Icing
2 ounces cream cheese
1 ½ tablespoons milk
3/4 cups powdered sugar
1 teaspoon Grand Marnier liquor
In the bowl of a stand mixer whisk together the egg yolks, whole egg, sugar, butter, and buttermilk. Add 1 cups of the flour along with the yeast and salt; mix until moistened and combined. Switch to the dough hook attachment. Add another cup of the flour and knead on low speed for 5 minutes. Check the consistency of the dough, add more flour if necessary; the dough should feel soft and moist but not sticky. Knead on low speed 5 minutes more or until the dough clears the sides of the bowl. Turn the dough out onto a lightly floured work surface; knead by hand about 30 seconds. Lightly oil a large bowl. Transfer the dough to the bowl, lightly oil the top of the dough, cover and let double in volume, 2 to 2 1/2 hours.
Combine the filling ingredients of brown sugar, cinnamon, salt and pecans in a medium bowl. Mix until well incorporated. Set aside until ready to use.
Butter a 8×8-inch glass baking dish. Turn the dough out onto a lightly floured work surface. Gently shape the dough into a rectangle with the long side nearest you. Roll into an 12 by 6-inch rectangle. Brush the dough with the melted butter, leaving 1/2-inch border along the top edge. Sprinkle the filling mixture over the dough, leaving a 3/4-inch border along the top edge. Gently press the filling into the dough.
Beginning with the long edge nearest you, roll the dough into a tight cylinder. Firmly pinch the seam to seal and roll the cylinder seam side down. Very gently squeeze the cylinder to create even thickness. Using a serrated knife, slice the cylinder into 1 1/2-inch rolls; yielding 8 rolls. Arrange rolls cut side down in the baking dish; cover tightly with plastic wrap and store in the refrigerator overnight or up to 16 hours.
Remove the rolls from the refrigerator and place in a cold oven with the light on. Fill a shallow pan 2/3-full of boiling water and set on the rack below the rolls. Close the oven door and let the rolls rise until they look slightly puffy; approximately 30 minutes. Remove the rolls and the shallow pan of water from the oven.
Preheat the oven to 350 degrees F.
When the oven had come to temperature, place the pan of rolls on the middle rack and bake until golden brown, about 30 minutes.
While the rolls are cooling slightly, make the icing by whisking the cream cheese in the bowl of a stand mixer until creamy. Add the milk and whisk until combined. Sift in the powdered sugar, and whisk until smooth. Stir in the Grand Marnier until combined. Spread over the rolls and serve immediately.