In a large bowl, whisk together 3 1/2 cups all-purpose flour, 3 tablespoons granulated sugar, 1 1/2 teaspoons instant yeast, 1/2 teaspoon baking soda, and 1 teaspoon kosher salt. Set aside.
In a large liquid measuring cup, whisk together 1 cup buttermilk (warmed to lukewarm — remember that yeast is a living thing, so it's important not to kill it by warming the liquid too much; you want the temperature to be similar to that of a warm bath and no more), 1 large egg, and 1/4 cup vegetable oil. Set aside.
Use a tall cup or a large measuring cup to make a well in center of the dry ingredients (from the 1st step) and add liquid ingredients (from the 2nd step), using a wooden spoon or rubber spatula to stir until combined. As the dough starts to form, transfer to a lightly floured counter and knead for 10 minutes until the dough is smooth and elastic. If the dough is sticking, you can add up to 1/2 cup of extra flour as you knead, but don't over do it.
Transfer the dough to a greased bowl, cover with plastic wrap, and refrigerate overnight, until the dough has doubled in size.
Once the dough has doubled in size, transfer to a lightly floured counter and use a rolling pin to roll into a rectangle about 8 x 20 inches. Pro tip — the longer your rectangle, the more attractive your rolls will be! Try and make that 20 inches work.
In a small bowl, whisk together 3 tablespoons melted unsalted butter and 1 tablespoon honey Use a pastry brush to brush the rolled dough with the butter and honey mixture. Sprinkle heavily with 1/3 cup black sesame sugar and 1 teaspoon ground vanilla powder. For more attractive rolls, make sure you sprinkle the sugar and spices evenly and completely over the rolled out dough, including the edges.
Working widthwise, roll the dough into a log, pinching its edges to seal. Cut the roll into 6 pieces, each about 2 inches wide. Place cut sides down on a 9-inch, deep dish pan in a flower shape. Cover with plastic wrap and let rise in a warm place until the edges of the roll are rounded and touching, about 1 to 1 1/2 hours.
Once the rolls have risen, preheat the oven to 350 (F). Bake the rolls in the preheated oven for around 30 to 35 minutes, or until the edges of each bun are golden in color. Baked in a pie dish, i's a little hard to tell when the buns are fully baked on the inside. The best way to do so is to stick a skewer inserted in the center bun and see if it comes out clean, without any dough. If the tops of the rolls start to brown too quickly, cover with aluminum foil and continue baking until a skewer comes out clean. Let cool on a wire rack. While the rolls are cooling, make the goat milk glaze. Combine 3 ounces softened goat cheese, 2 tablespoons goat milk, and 1 teaspoon ground vanilla powder in the bowl of a freestanding electric mixer fitted with a paddle attachment and beat on a low speed until combined. Add 1 1/2 cups confectioner's sugar all at once and beat until fluffy and of drizzling consistency. Use immediately to drizzle on top of each cinnamon roll while the rolls are still warm, using a rubber spatula or butter knife to spread out the glaze.