Heat oven to 340°F/170°C (fan). Toast pecans on a sheet pan until fragrant, about 10 minutes. Cook sugar with a splash of water in a saucepan over medium heat until a deep amber caramel forms. Add pecans and stir to coat evenly, then spread onto parchment and cool completely. Break into pieces and process to a smooth paste with salt and vanilla.
In a stand mixer fitted with a dough hook, combine flour, sugar, and yeast. Add milk, eggs, and vanilla and mix until a rough dough forms. Add salt, then incorporate butter gradually, kneading until smooth, elastic, and slightly tacky, 12 to 14 minutes. Cover and let rise until doubled in size, about 1 hour.
Stir pecan praline, butter, powdered sugar, cinnamon, and salt until smooth and easily spreadable.
Roll dough into a 12-by-18-inch/30-by-45 cm rectangle about ¼-inch/½ cm thick. Spread filling evenly to the edges. Roll into a tight log from the long side and cut into 12 even pieces. Arrange in a buttered 9-by-13-inch baking dish, leaving space between each. Cover and let rise until puffy and nearly doubled, about 45 minutes.
Heat oven to 350°F/180°C (fan). Bake until golden brown and set, 18 to 22 minutes. Cool slightly in the pan.
Beat butter, powdered sugar, and vanilla until light and fluffy. Add cream cheese and beat just until smooth. Spread over warm rolls. Spoon a small amount of praline into the center of each and finish with chopped toasted pecans. Serve warm.