Warm the milk in a saucepan to about 100°F (37°C), stir in yeast, and let sit for 5 minutes.

In a mixing bowl, combine flour, sugar, salt, and cinnamon. Add melted butter, egg, and yeast mixture. Stir to form a soft dough.

Flour the countertop, transfer the dough, and knead for 5 to 7 minutes until smooth. Place in a greased bowl, cover with a towel, and let rise for 45 minutes.

Preheat oven to 350°F (175°C). Punch down the dough, roll it into a rectangle 1/2 inch thick, cut into strips, and tie each into a knot.

Allow the knots to rise for 15 minutes on the baking sheet, then bake for 15 to 20 minutes until golden brown. Let cool slightly.

In a bowl, whisk powdered sugar and brewed coffee until smooth. Adjust thickness with more coffee if necessary. Stir in vanilla if desired.

Drizzle the warm coffee icing over the cinnamon knots before serving.