Shey,

It's possible that your family is telling the truth. Many a cinnamon roll recipe tastes good, but the rolls are hard soon after they cool. It's one of the basic flaws of cinnamon rolls. I suggest you try other recipes.

The one I like to use was in one of Betsy's featured cookbooks, Crust & Crumb, by Peter Reinhart. The recipe is called Master Formula: Multipurpose Sweet Dough (click here), and it can be used to make cinnamon rolls or sticky buns. It's rather involved, but quite a good recipe.

As for your powdered sugar icing, perhaps you just added too much milk? Sometimes I like to add a drop of vanilla when I make a powdered sugar icing, and sometimes a tiny bit of melted butter. Not enough to turn it into a buttercream icing, just enough to enrich it.