In bread machine, pour in water, milk, eggs. Scramble egg. Add sugar, salt, and flour. Put cubes of butter in corners. Add yeast in well in the middle of flour.
When doubled in size, punch down dough. Roll out on a floured surface into a 15 by 9-inch rectangle. Spread melted butter all over dough. Mix sugar and cinnamon and sprinkle over buttered dough. Sprinkle with walnuts, pecans, or raisins if desired. Beginning at the 15-inch side, role up dough and pinch edge together to seal. Cut into 12 to 15 slices.
Coat the bottom of baking pan with butter and sprinkle with sugar. Place cinnamon roll slices close together in the pan and let rise until dough is doubled, about 45 minutes. Bake for about 30 minutes or until nicely browned.