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Heat your oven to the temperature specified on the cinnamon roll packaging. Grease a cake pan with butter.
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Remove the cinnamon rolls from the packaging and carefully unroll them, so that they lay flat with the cinnamon facing up.
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Spread a layer of pumpkin pie filling over, and roll the dough back up. I used about 1/3 of the pan of pie filling.
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Separate the cinnamon buns, and arrange them in the cake pan.
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Bake according to the directions on the packaging.
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Meanwhile, mix up the icing. Combine the cream cheese, powdered sugar, milk, and vanilla in the bowl of an electric mixer and mix on a medium speed until combined.
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Once the cinnamon rolls have baked, top with the icing and serve.