Cinnamon Scrolls are a delicious doughy treat with a rolled cinnamon and sugar filling. They are commonly drizzled in a sticky icing glaze. The sticky icing is why they are called Sticky buns in the US. Sticky Buns are a favourite breakfast treat in America. Once you have mastered the Cinnamon Scroll it's easy to pimp the recipe into Apple and Walnut Scrolls that will rival even Bakers Delight.