Mix the flour, salt, sugar, vanilla sugar and cinnamon in a bowl. Add the butter and rub together using your hands to form an even, crumbly mixture, press out a hollow in the middle. Add the milk, yeast and egg, mix and quickly combine to form a smooth dough. Leave the dough to rise for approx. 1½ hours.
On a lightly floured surface, roll out the dough into a rectangle of approx. 1 cm thickness, brush one half of the dough evenly with the butter, leaving an uncoated rim of approx. 1 cm. Fold the other half of the dough over, press the edges down firmly, chill for approx. 30 mins. Roll out to a rectangle of approx. 1 cm thickness. Fold the narrow ends into the centre, then place one half on top of the other, to create 4 layers of dough. Cover the dough and chill for approx. 1 hr., roll out again, fold into four, cover and chill for approx. 1 hr.
Combine the butter with the remaining ingredients, mix well.
On a lightly floured surface, roll out the dough into a rectangle (approx. 40 x 50 cm). Spread the filling on top, leaving a border of approx. 1 cm all the way around. Roll the dough up from the long edge and, using a bread knife and without exerting pressure, cut it into pieces approx. 3 cm wide. Arrange on a baking tray lined with baking paper, creating two rectangles. Leave to rise for approx. 30 mins.
For approx. 25 mins. in the centre of an oven preheated to 200°C.
Remove and allow to cool a little. Combine the icing sugar and lemon juice, brush the cinnamon rolls with the mixture and leave to cool on a rack.