In a large mixing bowl, combine flour, sugar, yeast, and salt. Warm milk, mix with butter and egg, then combine with dry ingredients and knead until smooth.

Let the dough rise in a warm place for 1 hour or until doubled in size.

Prepare the peach pie filling by dicing peaches and mixing with sugar, cinnamon, and nutmeg. Let it sit to meld flavors.

Roll out the dough into a rectangle, spread peach filling, and sprinkle with cinnamon-sugar mix.

Roll the dough tightly into a log, slice into 12 pieces, and place in a greased baking dish. Let rise for another 30-45 minutes.

Preheat the oven to 350°F (175°C) and bake for 25-30 minutes or until golden brown.

Prepare the glaze by whisking sugar, milk, and vanilla together and drizzle it over warm rolls.