In a large bowl, whisk the flour, sugar, salt, and yeast together until completely combined. Set aside. In a small microwavable bowl, warm the water, butter, and milk until the butter has completely melted.
In a stand mixer with a dough hook, combine the wet mixture and the flour mixture.
Mix a little bit just until the mixture starts to combine, then add the egg.
Let the dough knead for 3-4 minutes or until the dough is no longer sticky.
Place the dough into a lightly greased bowl, cover and let rest for about 10 minutes.
Preheat the oven to 200 degrees.
After the dough has rested for 10 minutes, sprinkle your surface and rolling pin with flour, and roll the dough out into a 15×9 inch rectangle. Spread the softened butter on top of the dough going all the way to the edges.
Mix together the brown sugar, cinnamon, pumpkin pie spice, and nutmeg.
Sprinkle the sugar mixture all over the dough covering all of the butter.
Roll up the dough tightly and cut into 9 even pieces. Place the rolls into a lightly greased 9x13 inch pan.
Cover the pan with plastic wrap or aluminum foil. Turn off the oven and place the cinnamon rolls into the oven. Allow to rise for 30 minutes.
Remove the plastic wrap/ aluminum foil and turn the oven on to 375F. Bake for cinnamon rolls into the oven. Allow to rise for 30 minutes.