Preheat the oven to 350 degrees F.
In the bowl of your electric mixer, stir together 2 cups of the flour, sugar and yeast.
Place the milk and butter in a small saucepan and heat over low heat just until the butter melts. Remove from the stovetop and let sit for 2 to 3 minutes, then stir in the water and vanilla extract. With the dough hook attached to your mixer, stir in the milk and butter mixture until combined. Add the salt, cinnamon and the eggs, one at a time, beating well after each addition. The dough will be very sticky! Add the remaining 3/4 cup flour gradually, beating for another 2 to 3 minutes until the dough comes together again. It should still be stick. Place it in a bowl and let it sit for 10 minutes.
After 10 minutes, roll it out on a floured surface to a 14x10 inch rectangle (or something close to that!). Add the filling - add the melted butter on the dough. Whisk together the sugar, cinnamon and nutmeg and sprinkle it all over top. Starting with one of the long sides, roll it up tightly. Slice the roll into 1-inch cinnamon rolls. Place them in a baking dish - either a 10-inch round or a 9x9-inch square. Let them sit for 5 minutes.
Bake the cinnamon rolls for 35 to 40 minutes, until golden brown on top. Remove and cover with the eggnog glaze. Serve hot!