In a large mixing bowl, combine warm milk and sugar, then sprinkle yeast on top and let it sit for about 5 minutes until bubbly. Add flour, beaten egg, melted butter, and salt. Mix until a soft dough forms, then knead on a floured surface for 5-7 minutes until smooth and elastic.

Place the kneaded dough in a greased bowl, cover with a damp cloth, and allow to rise in a warm spot for about 1 hour, or until doubled in size.

While the dough is rising, mix together the filling ingredients. Spread this mixture evenly on a floured surface once the dough has risen.

Turn the dough onto the floured surface and roll it into a large rectangle, then spread the cinnamon filling over the dough and roll it up tightly to form a log. Cut the log into 12 equal pieces.

Place the cut rolls in a greased baking dish, cover with a kitchen towel, and let them rise again for about 30 minutes. Preheat the oven to 350°F (175°C).

Once the rolls have risen, bake for 25-30 minutes until golden-brown. They should spring back when lightly pressed.

While the rolls are baking, mix the icing ingredients until smooth. Adjust consistency if needed.

Once the rolls are out of the oven, let them cool slightly before drizzling the icing over each roll and adding gummy worms on top.