Heat the milk with the water in the microwave and dissolve the yeast in the liquid so that there are no clumps.
Mix the dry ingredients (flour, salt and sugar) and put in a Deep bowl. Add the yeast with its liquid and mix together.
Add the beaten egg and oil and mix well. The dough must be uniform and smooth, and not stick to your hands.
Leave the dough to rest in a warm place until it doubles in size. Once it has risen, knead to remove the air from inside and roll out with a rolling pin into a square shape.
Once it is rolled out, brush the filling mixture on the top.
Roll in a spiral and press a little with your hands to shape it into a cylinder. Cut into one inch rolls and bake at 375ºF for 15 minutes. After this time, remove from the oven and leave to cool completely.
Prepare the glaze. To do so, gradually dilute the sugar in the water and spread it over the rolls with a flexible spatula when the consistency is thick and not very liquid. Enjoy!