Roll bread dough out to an 18x6-inch rectangle and brush with melted butter.
Mix brown sugar, walnuts, and cinnamon in a bowl; sprinkle over dough.
Roll dough into a log, starting at the long edge. Moisten edge with a little water; seal the edge.
Cut log into 20 slices; arrange rolls, cut sides down, in prepared cake pans. Cover with a towel and let rise in a warm place until doubled in volume, about 1 1/2 hours.
Preheat oven to 350 degrees F (175 degrees C).
Pour heavy cream over dough.
Bake in preheated oven until golden brown, about 25 minutes.
Stir confectioners' sugar, milk, and vanilla extract in a bowl until smooth, adding more milk or sugar as needed so the mixture is easily drizzled.