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1 ) In a bowl, mix warm water and 1 tsp of the sugar, the yeast and let it sit for about 5 minutes.
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2) In the bowl of a standing mixer fitted with a dough hook, mix the flour with egg, milk, salt,vanilla, sugar and melted butter and the yeast .
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Turn the speed up to medium and let it mix for about 5 to 7 minutes or until you have a smooth dough.
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3)Place the dough in the oiled bowl and oil the top of the dough with a little vegetable oil.
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Cover and place it in a warm spot to rise for about 2 hours.
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4) When doubled in size, punch the dough down and roll it out onto a floured surface into a rectangle.
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Spread the soft butter over the top and sprinkle the the sugar and lemon zest evenly over the butter.
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Starting from one of the long ends, tightly roll the dough into a long roll .Cut into 14 to 16 slices (make sure they are even) and place them cut side down in a well buttered baking pan.
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Cover and put them back into a warm spot to rise for another 1-2 hours.
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5) Meanwhile preheat your oven to 350 degrees.
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6) Once risen, brush them with some melted butter or egg wash and bake them for about 30 minutes or until golden brown.
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6) While the lemon rolls cool, make the glaze.
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Mix all the ingredients for the glaze in a bowl except for the lemon juice, once the cream cheese is all mixed, slowly add the lemon juice until you get a runny glaze consistency.
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7) now pour this over the rolls and enjoy!