Here's one take on wake and bake—you do all the prep work the day before and let the rolls have their final rise in the fridge while you sleep. Not only does that allow them to develop extra flavor, you get more shut-eye.
To prepare dough: Combine milk, butter and honey in a small saucepan. Bring to a simmer over medium-low heat. Transfer to a large bowl or the bowl of a stand mixer and let cool to 110°F. Stir in yeast and set aside until bubbly, about 10 minutes.
Whisk all-purpose flour and whole-wheat flour in a medium bowl. Separate one egg, reserving the yolk for the egg wash. Combine the white with the whole egg in a small bowl and beat until well mixed, then whisk into the yeast mixture. Sprinkle 2 1/2 cups of the flour mixture and salt over the wet ingredients. Mix with a flexible spatula or the dough hook attachment on a stand mixer until a shaggy dough forms; it will be sticky.
If kneading by hand, dust the work surface with some of the remaining flour mixture and turn the dough out onto it. Dust the dough with flour and knead, adding additional flour mixture as needed, until you have a smooth, elastic dough, about 5 minutes. (If using a stand mixer, knead with the dough hook, adding additional flour mixture as needed, until you have a smooth, elastic dough, about 5 minutes. The dough will not form a ball or clean the edges of the bowl.) Gently knead the dough into a ball. Lightly coat a large bowl with cooking spray. Add the dough and turn to coat. Cover with a kitchen towel and set in a warm, draft-free place to rise until tripled in volume, 1 to 1 1/2 hours.
Turn the dough out onto a lightly floured surface and roll into an 18-by-15-inch rectangle with the longer side facing you.
To prepare filling: Mix brown sugar and cinnamon in a small bowl. Evenly sprinkle and press the cinnamon sugar into the dough, leaving a 1-inch border at the top edge. Beginning with the edge closest to you, roll the dough up, starting from the center and working out to the edges to maintain a uniform log. Pinch the seam closed to seal it.
Coat a 9-by-13-inch baking dish with cooking spray. Cut the log into 12 equal portions using unflavored dental floss or a wire cheese cutter (slicing with a knife could tear the delicate dough). Transfer the rolls to the prepared baking dish. Cover with a kitchen towel and set aside to rise until nearly doubled, about 1 hour, or cover with plastic wrap and refrigerate overnight.
Preheat oven to 350°F.
Mix the reserved egg yolk with 1 tablespoon water. Brush the egg wash lightly over the tops of the rolls. Bake, rotating the pan from front to back halfway through, until the rolls are puffed and golden brown, 20 to 25 minutes. Let cool in the pan for 10 to 15 minutes, then transfer to a wire rack.
To prepare glaze: Mix confectioners' sugar, water and vanilla in a small bowl. Using a pastry brush, brush the glaze over the warm rolls. Let cool for 10 to 15 minutes more before serving.
Prepare though Step 6, cover with plastic wrap and refrigerate overnight.
Let stand at room temperature for 1 hour before baking.
Unflavored dental floss or a wire cheese cutter