1. 1. Prepare the Dough: Start by heating the milk and melting the butter in a saucepan. In a large bowl, combine the dry ingredients – flour, sugar, salt, and yeast. Add the warm milk mixture and an egg, then beat for 2 minutes to form a smooth dough.

2. 2. Knead the Dough: Turn the dough onto a floured surface and knead it for 6-8 minutes, until it becomes smooth and elastic. Place the dough in a greased bowl, cover it, and let it rise until doubled in size, about 1 hour.

3. 3. Roll and Fill: Once the dough has risen, roll it out into a rectangular shape. Spread the peanut butter and jelly evenly over the dough, then roll it up tightly from the short side. Cut the rolled dough into 12 equal pieces.

4. 4. Second Rise: Arrange the rolls in a greased baking pan, cover, and let them rise for another 30-40 minutes, until they’ve doubled in size.

5. 5. Bake to Perfection: Preheat your oven to 375°F and bake the rolls for 20-25 minutes, until they’re golden brown.

6. 6. Glaze and Serve: While the rolls are still warm, prepare the glaze by mixing powdered sugar, milk, and vanilla. Drizzle the glaze over the rolls, allowing it to soak in and create a beautiful, shiny finish.