To make dough: To the bowl of a stand mixer, fitted with a dough hook, add the water, yeast and 1 Tbsp sugar. Let stand for 5-10 minutes until the yeast blooms and foamy.
To the bowl add reserved sugar, milk, butter, vanilla and eggs. Mix on low speed just until fully combined.
With the mixer on low speed gradually add flour and salt. Mix on low speed until it come together. Increase the speed to medium and knead the dough for 5 minutes or until elastic and it pulls away from the sides of the bowl. (You may add more flour 1 Tbsp at a time, if the dough seems too wet.)
Place dough into a buttered bowl. Cover with a damp cloth. Let rise in a draft free place for 2 hours or until doubled.
Punch down dough. Turn out onto a lightly floured non stick surface into a 12 x 18 inch rectangle. Brush dough with melted butter leaving a 1/2 inch border around the edge. (Use any leftover butter to grease the muffin pan)
Spray the cups of a standard 12 cup muffin pan with cooking spray or reserve a small amount of butter from brushing the dough to grease cups.
To make filling: In a small bowl, mix together brown sugar, cinnamon and nutmeg. Sprinkle over butter from end to end. Press down with the back of a spoon or a rolling pin.
To Braid: Starting with the longest side, fold in a third. Take the opposite side and fold over the top. Cut into 12 even width pieces.
Using a sharp knife, cut each of the 12 individual strips into 3 pieces, leaving 1/2 inch at one end. Braid the dough strips, alternating dough strips and pinch the end together. Roll from end to end like a pinwheel.
Place rolls into the prepared pan. Repeat braiding and rolling like a pinwheel until all 12 are made. Cover with plastic wrap spritzed with cooking spray and let rise for 30-45 minutes. (You can refrigerate overnight at this point to bake in the morning)
To bake: Preheat the oven to 350°F. Bake rolls for 22-25 minutes or until puffed and golden. Let stand for 5 minutes then serve.
To glaze: Mix together 1 cup powdered sugar with 2-4 Tbsp heavy cream. Drizzle over warm rolls before serving.