Prepare an 8 x 8 pan with butter or cooking spray. Then take your package of Rhodes Cinnamon Rolls and cut each into 4-6 pieces, you can just cut them over the prepared dish and then move them around to make them even.
In a medium bowl whisk the eggs, heavy cream, milk, cinnamon, and vanilla extract. Once this is mixed well pour over the top of the cinnamon rolls. Sprinkle the mixture with the chopped pecans and wrap with plastic wrap. Place in the refrigerator overnight.
The next morning, preheat the oven to 375. Bake the rolls for 35-40 minutes or until rolls are browned on top. Drizzle with frosting or syrup and butter.