Grandma Bonnie's Cinnamon Rolls
1 cup powdered sugar 1 large egg 1 tablespoon milk, or more as needed 2 (.25 ounce) packages active dry yeast 2 cups warm water 2 tablespoons chopped pecans, or to taste 2 tablespoons unsalted butter, melted 2 teaspoons salt 6 ½ cups all-purpose flour, or more as needed Topping: ¼ cup ground cinnamon, or more to taste ¼ cup vegetable oil, or more as needed ½ cup chopped pecans, or to taste ½ cup unsalted butter, melted ½ cup white sugar, divided ½ cup white sugar, or more to taste ½ teaspoon vanilla extract