Preheat oven to 350 degrees F.
Add the yogurt and flour to a mixing bowl. Stir together until combined.
Knead dough for about two minutes.
Sprinkle flour onto your work surface and roll out dough until it is about 1/4 inch thick.
Cut dough into a rectangle. You can discard the extra dough.
Melt the butter, then spread over the dough with a pastry brush.
Mix the Splenda and cinnamon together, then sprinkle over the dough.
Roll the dough up and cut it into 10 pieces.
Spray an 8x10 baking pan with no-stick cooking spray and add the 10 cinnamon rolls.
Beat the egg and 1 tablespoon of water. Use the pastry brush to brush the egg wash onto the cinnamon roll dough.
Bake the cinnamon rolls for 25 minutes.
In a small bowl mix together the powdered sugar and milk. Drizzle it over the cinnamon rolls when they are done baking.