Start by lightly greasing two round cake pans with butter and setting them aside. Roll the thawed bread dough into a rectangle of even thickness on a lightly floured surface. Brush the surface generously with melted butter so the filling sticks well.
In a small bowl, combine the brown sugar, chopped walnuts, and cinnamon. Sprinkle this mixture evenly over the buttered dough, making sure to cover it from edge to edge. Roll the dough tightly into a log starting from the long side, then lightly moisten the edge with water and seal it closed.
Slice the log into even pieces and place them cut-side down into the prepared pans. Cover with a clean towel and allow the rolls to rise in a warm place until they double in size. Once risen, pour the heavy cream evenly over the rolls.
Transfer the pans to a preheated oven at 350°F (175°C) and bake until the rolls turn golden brown and cooked through. While the rolls are still warm, mix together the confectioners’ sugar, milk, and vanilla extract until smooth, then drizzle over the top before serving.