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1) To make the dough: Mix and knead together all of the dough ingredients to make a smooth, soft dough.
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2) Place the dough in a lightly greased bowl or in an 8-cup measure; the measure helps you judge how much it's risen. Let it rise until it's almost double in size, about 2 hours.
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3) To make the filling: Combine the nuts in one bowl, and the remaining ingredients in another.
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4) Roll the dough into a 14" x 12" rectangle. Spread the softened cream cheese evenly over the surface.
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5) Fold one short end into the center. Fold the other short end over the first, like you were folding a letter.
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6) Roll the dough into a 14" x 12" rectangle again, and fold it like a letter again.
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7) Roll the dough into a 12" x 18" rectangle. Spread the cinnamon filling evenly over the dough, followed by the nuts.
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8) Beginning with one long edge, roll the dough into a log. Cut the log into 9 equal slices. Place the slices in a greased 9" x 9" baking dish, cover with plastic wrap, and let rise for 2 hours. Towards the end of the rising time, preheat the oven to 375°F.
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9) Bake the rolls for 30 to 35 minutes, until they're golden brown. Remove the rolls from the oven.
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10) To ice, whisk together the sugar and milk, drizzle icing over the buns, and serve warm.
