• Stir together milk, oil, and sugar in a large, heavy saucepan over medium high heat.
• Stir frequently until it is quite hot and bubbles form around the edge of the pan.
• Remove the pan from the heat and cool to lukewarm.
• When the milk mixture is lukewarm, sprinkle the yeast over it and let it sit, undisturbed, for 1 minute.
• Mix 4 cups of all-purpose flour into the milk and yeast mixture until there are no dry pockets of flour.
• Let rise for an hour in a warm, draft-free place.
• After an hour, stir in the baking soda, baking powder, and remaining cup of flour until you have a cohesive dough.
• Place pan in the refrigerator, lightly covered with plastic wrap, for up to 2 days.

To prepare the rolls:

• Line 4 cookie sheets (or half sheet pans) with parchment paper, silpats or teflon baking liners (or grease generously.)
• Sprinkle a clean counter generously with flour.
• Turn the dough onto the counter and pat into a rectangle.
• Roll out into a long rectangle that is about 1/4-inch thick.
• Pour the melted butter evenly over the dough.
• Scatter the raw sugar evenly over the butter.
• Sprinkle the ground cinnamon evenly over the sugar.
• Starting at the edge closest to you, roll the dough tightly into a tube then pinch the seams to seal.
• Use a bench knife or other knife to cut the dough into 1-inch thick rounds.
• Transfer each round to the prepared pans, being sure to leave 3-4 inches between each roll.
• Carefully insert a popsicle stick or caramel apple stick into the side of each roll of dough. Gently turn the stick a little from side to side while pushing further into the roll. The stick should go almost all the way through stopping just short of exiting the other side.
• Let rise for 30-40 minutes, or until puffy.
• Bake for 18-20 minutes, or until the rolls are deep golden brown.
• Cool on pans for 15 minutes before transferring to racks to cool completely. (See notes.)
• When rolls are completely cool, whisk together the powdered sugar, warm milk, melted butter, and vanilla(s) until smooth. Serve the warm glaze with the cooled cinnamon rolls.