Preheat oven to 350 degrees. Cut each cinnamon roll into sixths.
Spray casserole dish. Add cinnamon roll pieces.
Whisk eggs, 1/3 cup milk, cinnamon, and vanilla in a bowl.
Pour egg mixture over cinnamon rolls.
Bake for 35 minutes or until golden brown.
Add a little milk to icing to thin it out. Whisk or blend with mixer. Pour icing over casserole.