Add milk, 1 Tablespoon sugar and yeast to the bowl of a standing mixer fitted with the dough hook and stir to combine. Let the mixture sit for 5-10 minutes or until frothy/foamy. (Alternately, you can mix the dough by hand in a large bowl with a wooden spoon).
Add butter, 3 Tablespoons sugar, egg, and vanilla and mix on low speed.
Add salt, cinnamon and flour and mix on medium-high speed until a slightly tacky but firm ball forms.
Remove dough from the mixer and knead with your hands until smooth.
Place dough in a lightly greased bowl and cover with a damp tea towel.
Let rise in a warm place for about 1 hour or until dough has doubled in size.
While dough is rising, combine sugar and cinnamon in a small bowl and stir to combine.
Once the dough has doubled in size, roll dough out into a 14” round circle about ¼” thick.
Cut the dough into 8 equal-sized triangles.
Take one marshmallow and dip it into the melted butter until all sides are completely coated.
Remove from the butter and place the marshmallow into the cinnamon/sugar mixture. Roll the marshmallow until completely coated in cinnamon sugar.
Place the coated marshmallow in the center of one of the dough triangles.
Fold the dough around the marshmallow and roll it in your hands until it is completely sealed. You do not want to leave any cracks at all or the marshmallow will ooze out.
Once completely sealed, place on a baking sheet lined with parchment paper.
Repeat with the remaining 7 marshmallows and dough triangles.
Cover rolls with a tea towel and preheat your oven to 350 degrees F.
Once oven is preheated, bake the rolls for 18-20 minutes or until the rolls are golden brown.
Let cool on a wire rack and then peek inside!
Video
Notes
Ingredient Substitutions
All-purpose flour. You can substitute up to half of the all-purpose flour with whole wheat flour. Bread flour can also be used.
Large marshmallows. Use large or jumbo marshmallows. Or, make your own homemade marshmallows.
Whole Milk. 2% milk or coconut milk are good substitutes.
To Make Ahead
Make the dough.
Place dough in a lightly greased bowl and cover with plastic wrap and a damp tea towel.
Put dough in the refrigerator to rise overnight.
In the morning, remove the dough from the refrigerator and roll out into 8 triangles.