In a stand mixer or large mixing bowl combine warm milk, sugar and yeast. Let sit until frothy and foamy, about 5 minutes.
Add melted butter and vanilla extract to yeast mixture. Mix well.
Add tapioca flour, buckwheat flour, psyllium husk, baking powder, xanthan gum, salt and baking soda. Mix very well, about 5 minutes, until you have a strong, stretchy, uniform dough. Cover with a damp towel and place in a warm spot to rise until doubled, about 1 hour.
Cinnamon Roll Filling
In a stand mixer or mixing bowl combine cinnamon roll filling ingredients. Mix until smoothly combined and paste-like. Set aside.
Cream Cheese Icing
In a stand mixer or mixing bowl combine icing ingredients. Whisk until you have a smooth, creamy icing. Set aside.
Bringing It All Together
Once dough has risen, line a cutting board or countertop with parchment paper. Place the dough on the parchment paper and sprinkle with a bit of flour. Roll the dough out into a rectangle about 10 inches long, 8 inches wide, and ¼" thick. Try to keep the edges straight and uniform, trimming the dough if necessary.
Spread the cinnamon roll filling over the dough, using your fingers or a spatula, leaving about 1 inch free of filling along the edges of the dough.
Using the parchment paper (see how-to images and/or video for guidance), begin rolling the dough length-wise upwards until you have a uniform, tightly packed cylinder of dough. Slice into 8 even pieces. Place into a round baking or cast-iron pan. Cover and let rise for 30 minutes longer.
Preheat oven to 400°F.
Once dough has risen, uncover, place into the oven and bake for 20 minutes or until firm, turning golden and the filling is bubbling.
Remove from the oven and let cool for at least 10 minutes before spreading the icing over the top before serving.