In a small bowl, combine yeast, sugar, and 1/4 cup warm water. Let sit for 5-10 minutes.
In a large bowl (or your stand mixer) combine flour, salt, egg, yeast mixture, and 3/4 cup eggnog. Begin mixing adding in additional eggnog as needed. You want your dough to be able to pull away from the bowl. If you do add too much eggnog, add a little bit of flour.
Knead the dough four 5-10 minutes, until the dough passes the windowpane test.
Place dough in an oiled bowl, cover, and let rise for about an hour (or until doubled in size).
Pour dough onto a lightly floured counter and roll into an 18" long rectangle.
In a bowl combine all of the filling ingredients. Mix to combine. Spread onto rectangle.
Roll the dough into a log and cut into 1.5" slices, place onto a baking sheet.
Cover the dough lightly with a clean cloth and let rise for an additional hour.
Preheat oven to 350.
Remove cloth and bake the cinnamon rolls for 20-25 minutes.
FROSTING
While the rolls are baking add butter, vanilla, and powdered sugar to a bowl and mix until well combined.
Add in enough eggnog to get the desired frosting consistency. I prefer a thick glaze consistency on these.
Let rolls cool slightly, then spread the frosting onto the warm cinnamon rolls.