Warm milk in the microwave, then pour in a standing mixer. Sprinkle yeast on top. Let it stand for 10 minutes. Add egg, butter, salt, sugar, all purpose and bread flours. Knead dough with a hook attachment for about 5 minutes. Cover the dough with a plastic wrap and let it rise for an hour. Place bowl in the refrigerator overnight.The next day, divide the dough in half. Sprinkle the counter with flour. Roll one half of the dough into a rectangle. Spread half of melted butter on top. Sprinkle evenly with one cup of brown sugar, then with one tablespoon of cinnamon. Use a pastry cutter (or pizza wheel) to slice dough into 8 equal pieces horizontally. Roll one strip up and place it on the edge of another strip, so that you are continuing the roll, making one big roll. Repeat with other strips until you have 4 large rolls. Place them on a parchment lined baking sheet. Roll out the second dough and repeat the process. There should be 8 large rolls in total. Let them rise until the rolls have risen to twice their size. Brush rolls with heavy cream. Bake at 400 F for 20-25 minutes or until brown.
Caramel Sauce
In a small saucepan over medium heat, add butter, brown sugar, heavy cream and salt. Cook until it comes to a boil and the sugar is melted. Remove from heat and add vanilla and bourbon. Brush on cinnamon rolls and serve.