First, prepare the Rhodes Bread rolls. Place 12 frozen rolls on a baking sheet and cover with plastic wrap. Allow to thaw and rise at room temperature for a few hours, or in the fridge overnight.
When rolls are soft and doubled in size, start preparing the filling.
In a medium nonstick pot, combine the shredded carrots, coconut oil, brown sugar, cinnamon, and nutmeg. Heat over medium, and cook stirring often, until carrots are softened and mixture smells fragrant. Allow to cool to room temperature.
Prepare an 8" round pan and line the bottom with a Silpat liner. Butter the sides of the pan.
Lightly flour a clean surface, and grab one of your rolls. Using a rolling pin, flatten bun into a long strip about 2" wide and 8" long. Spoon your cooled off carrot filling onto the dough, then roll up like a cinnamon roll and place in your prepared pan. Repeat with all.
Cover the pan with plastic wrap and let rolls rise again for about 30 minutes.
When ready to bake, heat oven to 375F and bake cinnamon rolls for 15-20 minutes, until golden brown.
To make the frosting, combine the vegan butter and vegan cream cheese in a medium bowl with a hand mixer. Beat until smooth and creamy, then add in the powdered sugar and vanilla extract. Beat until a smooth frosting forms.
When rolls are baked, let them cool slightly then cover with frosting and sprinkle walnuts on top. Enjoy!