To prepare dough, combine first 4 ingredients in a saucepan over medium heat, stirring until sugar dissolves. Remove from heat; cool. Dissolve yeast in warm water in a large bowl; let stand 5 minutes. Stir in sour cream mixture and 2 eggs. Lightly spoon flour into dry measuring cups; level with a knife. Gradually stir flour into sour cream mixture (dough will be soft and sticky). Cover dough; chill 8 hours or overnight.
To prepare filling, combine preserves and next 4 ingredients (preserves through 1 egg) in a medium bowl; beat with a mixer at medium speed until well blended.
Divide dough into 4 equal portions. Turn each portion out onto a lightly floured surface; knead lightly 4 or 5 times. Roll each portion into a 12 x 8-inch rectangle. Spread one-fourth of filling over each portion, leaving a 1/2-inch border. Starting at a long side, carefully roll up each portion jelly roll fashion; pinch seam and ends to seal.
Place 2 loaves on each of 2 baking sheets coated with cooking spray. Cut 4 (1/4-inch-deep) "X"s in top of each loaf with scissors. Cover and let rise in a warm place (85°), free from drafts, 25 minutes or until doubled in size.
Preheat oven to 375°.
Place 1 baking sheet in oven (cover remaining loaves to keep from drying). Bake at 375° for 15 minutes or until lightly browned. Repeat procedure with remaining loaves. Cool loaves slightly.
To prepare glaze, combine powdered sugar, milk, and 1 teaspoon vanilla, stirring with a whisk. Drizzle warm loaves with glaze.