1) To make the dough: Mix and knead together all of the dough ingredients to make a smooth, soft dough.
2) Place the dough in a lightly greased bowl or in an 8-cup measure; the measure helps you judge how much it's risen. Let it rise until it's almost double in size, about 2 hours.
3) To make the filling: Combine the nuts in one bowl, and the Baker's Cinnamon Filling and water (or substitute ingredients) in another.
4) Roll the dough into a 14" x 12" rectangle. Spread the softened cream cheese evenly over the surface.
5) Fold one short end into the center. Fold the other short end over the first, like you were folding a letter.
6) Roll the dough into a 14" x 12" rectangle again, and fold it like a letter again.
7) Roll the dough into a 12" x 18" rectangle. Spread the cinnamon filling evenly over the dough, followed by the nuts.
8) Beginning with one long edge, roll the dough into a log. Cut the log into 9 equal slices. Place the slices in a greased 9" square or 10" square baking pan, cover with plastic wrap, and let rise for 2 hours. Towards the end of the rising time, preheat the oven to 375°F.
9) Bake the rolls for 30 to 35 minutes, until they're golden brown. Remove the rolls from the oven.
10) To ice, whisk together the sugar and milk, drizzle icing over the buns, and serve warm.
Yield: 9 buns.