In a small bowl, dissolve yeast and in warm milk. Stir and allow to sit for 10-15 minutes until the top of the mixture looks foamy and creamy.
In a medium bowl, whisk together milk and yeast mixture from above with melted butter, sugar, egg yolk, and salt.
Next add the flour and stir well to combine with a spoon. You will get a thick, sticky dough. When the dough has pulled together, turn it out onto a lightly floured surface and knead until smooth and elastic, about 8 minutes (12-16 folds). The dough should not be sticky.
Lightly oil a large bowl, place the dough in the bowl and turn to coat with oil. Cover with a damp cloth and let rise in a warm place until doubled in volume, about 60 to 90 minutes.
While dough is rising, stir together brown sugar and cinnamon in a different bowl.
Once your dough has risen, turn it out on a lightly floured surface and using a rolling pin, roll it into rectangular shape to about 5 by 15 inches. Brush with melted butter and sprinkle with brown sugar mixture.
Roll into a tight log from the short side. Use a serrated knife or dental floss to cut the roll into quarters.
Place the rolls in a 6 to 7-inch greased baking dish. Cover with a towel, place them in a warm spot, and allow to rise for an hour, until puffed up and fluffy. Meanwhile, preheat oven to 375 degrees F (190 degrees C).
Bake cinnamon rolls for 15-22 minutes, until the tops are golden and centers cooked through. Allow rolls to cool for 5 minutes before frosting.