In a small bowl, combine warm milk and yeast. Allow it to sit for about 5 minutes until foamy.
In a large mixing bowl, combine flour, granulated sugar, and salt. Make a well in the center and add the yeast mixture, melted butter, and egg.
Mix until a dough forms, then knead the dough on a floured surface for about 5-7 minutes until it's smooth and elastic.
Place the dough in a greased bowl, cover it with a clean kitchen towel, and let it rise in a warm place for about 1 hour, or until doubled in size.
Punch down the risen dough and roll it out into a rectangle (about 12x18 inches).
Spread the softened butter over the dough, then sprinkle evenly with brown sugar and cinnamon, followed by the chopped pecans.
Starting from one long end, roll the dough tightly into a log and pinch the seam to seal.
Cut the log into 12 equal slices and place them cut-side up in a greased baking dish.
Drizzle the caramel sauce over the rolls and sprinkle additional pecans on top.
Cover the dish again and allow the rolls to rise for another 30 minutes.
Preheat the oven to 350°F (175°C). Bake the rolls for 25-30 minutes or until golden brown.
Once baked, remove from the oven and let cool for about 10 minutes before inverting onto a serving platter to allow the caramel to drizzle down over the buns.
Notes
Allow enough time for the dough to rise for best results.