In a large bowl, dissolve yeast in warm water and let sit 5 minutes until bubbly. In another bowl mix scalded milk, sugar, melted butter, salt, and egg. Add to the proofed yeast. Mix in Vital Wheat Gluten and 2 cups of flour, then mix in enough remaining flour until dough is easy to handle. Knead 5-10 minutes (5 minutes with mixer dough hook) until smooth and elastic. Place in well-greased bowl, turning to coat. Cover with oiled plastic wrap and let rise until doubled, about 90 minutes. Punch down and roll out into a 15x9-inch rectangle. Brush 1/4 c. melted butter over dough. Mix brown sugar with cinnamon and sprinkle evenly over dough. Starting at longer side, roll up dough, then cut into 12 equal slices.
Grease bottom of 13x9-inch baking pan with butter. Place cinnamon roll slices close together and let rise until dough has doubled, about 45 minutes. Preheat oven to 350°F. Bake for 30 minutes or until nicely browned. To make icing, mix 4 Tbsp. softened butter, 2 cups powdered sugar, and 1 tsp. vanilla extract together in a medium bowl. Stir in hot water 1 Tbsp. at a time until desired consistency is reached. Spread icing over warm rolls.