In a small bowl, dissolve yeast in warm milk with a pinch of sugar and let sit 5–10 minutes until foamy. In a large mixing bowl, combine flour, sugar, and salt. Add melted butter and egg, then pour in yeast mixture. Mix until dough forms, then knead for 5–7 minutes until smooth and elastic. Place dough in a greased bowl, cover, and let rise 1–1.5 hours until doubled in size.
While dough is rising, mix softened butter, brown sugar, cinnamon, vanilla, and crushed Cinnamon Toast Crunch cereal to make the filling.
After dough has risen, roll it out on a floured surface into a rectangle about 12x16 inches. Spread the filling evenly over the dough, leaving a small border along one long edge. Roll dough tightly from the long side and pinch seam to seal. Cut into 12 equal rolls and place in a greased 9x13-inch baking pan. Cover and let rise 20–30 minutes.
Preheat oven to 350°F. Bake rolls for 20–25 minutes or until golden brown and cooked through. Remove from oven and immediately spread Cinnamon Toast Crunch spread over the warm rolls while still soft. Allow rolls to cool slightly before serving.