Start by warming the whole milk to about 110 degrees F. In a mixing bowl, combine the warm milk with active dry yeast and granulated white sugar. Let this sit for about 5-10 minutes until it becomes frothy.
In a large mixing bowl, whisk together all-purpose flour, ground cinnamon, and other spices. Add in the frothy yeast mixture along with granulated sugar, whisked eggs, vanilla extract, and very softened butter. Mix until everything is combined into a shaggy dough.
Turn the dough out onto a lightly floured surface and knead it for about 5-7 minutes until it becomes smooth and elastic. Place it in a greased bowl, cover with plastic wrap or a damp towel, and allow it to rise in a warm spot for about an hour or until doubled in size.
While your dough is rising, prepare the filling by combining very softened butter with packed light brown sugar and spices. Mix until creamy and well combined.
Once your dough has risen, punch it down gently and roll it out into a rectangle. Spread your prepared chai filling evenly over the surface of the dough.
Starting from one long edge, carefully roll up the dough tightly into a log shape. Cut your log into even slices and place these rolls cut side up in a greased baking dish.
Cover the baking dish and allow them to rise for another 30-45 minutes until they're puffy. Preheat your oven to 350 degrees F during this time.