Make the dough: In the bowl of a stand mixer mix the warm milk, melted butter, granulated sugar, and yeast. Let sit for 5-10 minutes until yeast is bubbly.
Add the egg and mix to combine. Add the bread flour and salt and mix with the dough hook. The dough should clear the sides of the bowl. Dough should be soft and just slightly sticky without leaving a lot of residue on your fingers. Knead the dough for 3-4 minutes, until soft and smooth.
Transfer the dough to a lightly greased bowl, turn over. Then cover with plastic wrap until doubled in size, about 1-1.5 hours.
While the dough rises make the caramel glaze: In the bowl of a stand mixer using the paddle attachment, or using hand beaters, cream the butter, brown sugar and salt on high speed for 2 minutes. Add the corn syrup, vanilla and beat again for 5 minutes until light and fluffy.
Grease a 9x13 pan. Spread the fluffy caramel glaze along the bottom of the pan. Sprinkle the chopped pecans over the top.
Roll the dough into a 10x16 inch rectangle. Smear the 4 tablespoons of softened butter over the top. Combine the brown sugar and cinnamon and sprinkle over the top of the butter. Roll the dough up into a log (with the long side facing you), creating a spiral as you roll. Using a serrated knife cut the log into 12 equal pieces.
Place the rolls in the pan, 3 across 4 down. Cover with plastic wrap and let rise for 1-1.5 hours or until rolls are touching and about double in size.
Preheat oven to 350°F. Once preheated, place the pecan rolls in the oven and bake for 30-38 minutes or until they are golden brown on top. Cool the rolls in the pan for 5-10 minutes, and then remove them by flipping them over onto another pan or serving platter. If there is runoff glaze, scoop it over the rolls using a spatula. Wait 10-20 minutes before serving.