In the bowl of a stand mixer fitted with the paddle attachment, beat 2 cups (254 grams) of bread flour, 2¼ teaspoons (7 grams) of instant yeast, and 1½ teaspoons (4.5 grams) of kosher salt at low speed until combined.
In a small saucepan, heat ½ cup (120 grams) of whole milk, ¼ cup (57 grams) of unsalted butter, 1 tablespoon (12 grams) of granulated sugar, and 1 tablespoon (21 grams) of honey over medium-low heat until an instant-read thermometer registers 120°F (49°C) to 130°F (54°C).
Add warm milk mixture and 1 egg (50 grams) to flour mixture, and beat at low speed until combined and a shaggy dough forms.
Switch to the dough hook attachment. Beat at medium speed until a smooth, elastic dough forms, about 12 minutes; add up to remaining ¼ cup (32 grams) of bread flour, 1 tablespoon (8 grams) at a time, if dough is too sticky.
Spray a medium bowl with cooking spray. Place dough in bowl, turning to grease top. Cover and let rise in a warm, draft-free place (75°F/24°C) until doubled in size, 40 to 50 minutes.
Line a baking sheet with parchment paper. Punch down dough. On a lightly floured surface, roll dough into a 12x9-inch rectangle.
Cut dough into 12 (3-inch) squares. In a small bowl, stir together 1 tablespoon of cinnamon and remaining ½ cup (67 grams) of granulated sugar. Reserve 1 tablespoon (12 grams) of cinnamon sugar.
In another small bowl, place melted butter. Dip 1 marshmallow into melted butter; roll in cinnamon sugar. Place coated marshmallow in center of a dough square. Wrap dough around marshmallow, completely enclosing marshmallow and pinching any seams.
On a clean surface, roll filled dough into a smooth round to completely seal. Place, seam side down, on prepared pan. Repeat with remaining dough, remaining marshmallows, remaining melted butter, and remaining cinnamon sugar, and place rolls at least 1½ inches apart on prepared pan.
Cover and let rise in a warm, draft-free place (75°F/24°C) until doubled in size, 35 to 45 minutes.
Preheat oven to 375°F (190°C).
In a small bowl, whisk together 1 tablespoon (15 grams) of water and remaining 1 egg (50 grams). Lightly brush tops of rolls with egg wash, and sprinkle with reserved 1 tablespoon (12 grams) of cinnamon sugar as desired.
Bake until golden brown, about 10 minutes. Let cool on pan for about 5 minutes. Remove from pan (leave any leaked sugar on parchment), and let cool completely on a wire rack.
In another small bowl, whisk together ½ cup (60 grams) of confectioners' sugar and remaining 2 teaspoons (10 grams) of water until smooth. Transfer to a pastry bag, and cut a ¼- to 1/16-inch opening in tip.
Pipe small crosses on top of each bun as desired. Store in an airtight container for up to 4 days.
