I looked on-line for cinnamon rolls that weren't deep fried, and found two pictures that were of the same cinnamon rolls, but with different recipes, so I used information from both. PLEASE NOTE, I've made these since my first posting, and they come out moister, and better, if you pack them in a rectangular 9X12 inch baking dish.
Dissolve the yeast in 1 cup of WARM water. Allow to sit about 5 minutes. Stir to make sure all of the yeast is dissolved. Whenever I use yeast, I always add a little sugar to the water so I can see how fast the yeast is working.
In a large bowl, add the four cups of flour and make a hole in the center to add the yeast mixture, the yoghurt, sugar, oil and egg. Let the sticky mixture rest for 8 minutes.
Using a plastic spatula, scrape the dough out onto a floured board and kneed it until it becomes smooth. If it's too sticky, cover your hands with flour and kneed it.
Put dough in a large bowl with lightly oiled sides. I used butter, but oil will work. Cover and set in a warm place using plastic wrap to cover the top of the bowl.. Allow to rise until the dough has doubled in size.
Once the dough has risen - I waited about three hours for it to more than double - On a floured surface, knead the dough until smooth and then roll it out into a large rectangle. Generously spread the room temperature butter over the top of the rectangle of dough.
In a small bowl, mix together the cinnamon and the sugar and sprinkle evenly over the top of the buttered dough.
Sprinkle the chopped walnut pieces evenly over the sugar-cinnamon mixture. (OPTIONAL)
Beginning at the widest side, roll up as evenly and tightly as possible. Cut into rolls at 1 inch intervals with kitchen knife.
Place on a greased cookie sheet, or parchment-covered cookie sheet or baking dish. Cover and set in a warm, dry place until doubled in size.
Bake in a preheated 350 degree oven for 20-30 minutes. Remove from the oven to begin to cool. While still warm , drizzle with the glaze.
TO PREPARE THE GLAZE: In a small mixing bowl, add vanilla to the sifted confectioner's sugar. VERY SLOWLY add warm water a teaspoon at a time until the mixture gets to a consistency to allow you to drizzle it over the warm cinnamon rolls. If you get it too thin, simply add more sugar.