- Add 2 cups flour, sugar, dry yeast, and salt in the bowl of a stand mixer fitted with the dough hook. Whisk to combine. 
- Place water, milk and butter in a microwave-safe measuring cup. Heat, in 30 second increments, until the water reaches 120°-130°F (think hot bath water, use an instant read thermometer for best results). This will take approximately 1 1/2 minutes, depending on your microwave. Butter won’t totally melt. 
- Add water mixture to dry ingredients with the egg. Mix on medium speed for 2 minutes, scraping the sides of the bowl a few times. 
- Add 1 cup more flour, beat an additional 2 minutes at high speed, scraping bowl occasionally. Mix in just enough remaining flour so the dough forms into a ball. The dough will be slightly sticky but not wet. 
- Turn the dough out onto a lightly floured surface. Knead until smooth and elastic, about 6-8 minutes. You know it’s done when it forms a cohesive ball and springs back when lightly pressed with 2 fingers. 
- Cover and let rest for 10 minutes. 
- Meanwhile, make the filling by stirring together the sugar and cinnamon and melting the butter. 
- Roll dough into an approximately 11×17-inch rectangle using a rolling pin. Brush the butter all over the dough in a thin layer. Sprinkle with cinnamon sugar and then sprinkle with shredded zucchini. 
- Beginning at the long side of the dough, roll up tightly. Slice into 12 equal pieces. 
- Place rolls in a 9×13-inch baking pan that’s been sprayed with nonstick cooking spray. 
- TO BAKE IMMEDIATELY: 
- Cover rolls and let double in size, about 1 hour, then skip to baking directions below. 
- TO MAKE OVERNIGHT CINNAMON ROLLS: 
- Cover with plastic wrap that has been sprayed with nonstick cooking spray. Place the rolls in the refrigerator overnight. 
- In the morning, preheat oven to 200°F, place the rolls in the oven then immediately turn the oven off. Let the rolls sit in the warm oven (no peeking) for one hour to rise. 
- After the hour, remove the rolls from the oven. 
- TO BAKE: 
- Preheat oven to 375°F. Bake cinnamon rolls for about 25-35 minutes or until golden brown and the center is cooked through. Cool 20 minutes before frosting. 
- MAKE THE FROSTING: 
- Beat butter and cream cheese in a large bowl until creamy using a hand mixer. Mix in powdered sugar and vanilla.