Put the water, egg, butter, flour, sugar, salt and yeast in the mixing bowl. With the kneading hook attachment on the mixer, mix well until the dough balls together. It will be about 5 minutes.
Put the dough into a greased bowl. Cover with a towel and let raise in a warm place for about 1 hour. To create a warm place, put your bowl near the stove. Bring a pan of water to a boil and turn the burner off. Let it set. It'll create the warmth needed for the dough to raise.
Put flour on your work surface. Place the dough on the surface and knead it 3-4 times. This helps it be less sticky and releases some of the air bubbles.
Roll into a 12 x 24-inch rectangle.
Gentle spread the room temperature butter on the dough. Sprinkle the sugar and the cinnamon over the butter.
Roll up the long end of the dough. Slice into 12 even pieces using a knife or a piece of dental floss.
Place the pieces into a greased 9x13 inch baking pan.
Take a piece of plastic wrap and spray it with cooking spray. Place it cooking spray side down on top of the cinnamon rolls. Place the rolls in a warm area for about 1 hour to rise. They should double in size.
Preheat the oven to 350 degrees.
Remove the plastic wrap and bake the cinnamon rolls for 25-30 minutes or until golden brown.
Remove from the oven and allow them to cool before icing.