Dissolve the yeast in the warm milk. Let it sit for about 5 minutes. The yeast should start to froth and bubble a bit.
Add the sugar, butter, kosher salt, eggs, flour, lemon zest, and spices to the bowl of a stand mixer and mix until well incorporated.
Pour the milk and yeast mixture over the flour mixture. Using the dough hook, mix until everything is well incorporated.
Spray a large bowl with cooking spray (or lightly coat it with vegetable oil). Place the dough into the bowl, cover with cling wrap, and let it rise in a warm place for about 1 hour, or until the dough has doubled in size.
To make the filling
Combine the butter, brown sugar, cinnamon, and cocoa powder in a medium-sized bowl.
Mash everything into a paste. Set aside along with the chopped pecans.
To make the cinnamon rolls
Grease a 9x13-inch baking dish with cooking spray or butter.
Roll the dough out on a lightly floured surface until it is approximately 16 inches long and 12 inches wide. The dough will be approximately ¼-inch thick.
Spread the filling evenly over the dough. Sprinkle the chopped pecans evenly over the filling.
Working carefully, from the long edge, roll the dough down to the bottom edge.
Cut the dough into 1 ½-inch slices, and place in the prepared baking pan. Cover the baking pan tightly with plastic wrap and allow the rolls to rise for another 30 minutes.
To bake the cinnamon rolls
Preheat the oven to 350 degrees F.
Place the baking pan in the oven and bake for 20-25 minutes or until they golden brown.
To make the icing
While the cinnamon rolls are baking, with an electric mixer, beat the butter, cream cheese, powdered sugar, vanilla extract, lemon juice and kosher salt together in a medium-sized bowl.
Once the cinnamon rolls come out of the oven, slather the hot rolls with icing.
Sprinkle the purple, gold, and green sprinkles over the frosting.
Notes
You can also hide a tiny plastic baby somewhere in these rolls, if you want. I don't, because I think it's a choking hazard.