Preheat the oven to 375 degrees Fahrenheit and lightly spray or grease a 8-inch square baking pan, cake pan, or pie pan with cooking oil or butter.
Combine the gluten-free, flour, baking powder, baking soda, sea salt, and coconut sugar in a large bowl and stir well (dry ingredients). Note: if you have a stand mixer, feel free to use it to make this recipe using the paddle attachment.
Use a wooden spoon or a rubber spatula to stir in the melted butter, beaten egg and whole milk Greek yogurt (wet ingredients) until a thick, sticky dough forms.
Turn the dough out onto a floured sheet of parchment paper and press it or roll it into a rectangular shape (I use my hands to press it into a large rectangle rather than using a rolling pin).
In a small bowl, stir together the cinnamon, sugar, and sea salt for the filling.
Spread the softened butter over the dough evenly. It's best to let the butter come to room temperature so that it is very soft and easy to spread.
Sprinkle all of the cinnamon sugar mixture over the dough.
Use the parchment paper to help roll the dough into a log. It is normal for the dough to stick to the parchment paper a little but it should still roll fairly easily. If the dough begins to break apart in certain places, no sweat - simply press it back together.
Use a sharp knife to cut the log into rolls about 1 inch thick each. Transfer the raw rolls to the prepared pan.
Bake on the center rack of the preheated oven for 20 to 25 minutes, or until the cinnamon rolls are slightly golden brown. You can check to make sure the cinnamon rolls are cooked by inserting an instant read thermometer into the center of a roll. It should be between 190 and 200 degrees F to be considered fully cooked.
Frost the cinnamon rolls using your choice of frosting. I make a basic powdered sugar glaze by mixing 1 cup of powdered sugar with 2 tablespoons of water in a small bowl. You can also make a buttercream or cream cheese frosting.