Roll bread dough out to an 6x18-inch rectangle. Brush with melted butter. Combine brown sugar, walnuts, and cinnamon in a small bowl; sprinkle over butter. Roll dough into a log, starting at the long edge. Moisten edge with water and seal. 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 90 minutes.
Preheat oven to 350 degrees F (175 degrees C). Pour heavy cream over dough.
Bake in preheated oven until golden brown, about 25 minutes.
Mix confectioners' sugar, milk, and vanilla extract in a small bowl; drizzle over warm cinnamon rolls to serve.