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A lot of times it depends on how long you leave them in the oven for. So for this recipe you hav to take them out as soon as there is just the slight bit of colour. It also help to put the icing on 15 minutes or so after they come of the oven. This helps to keep the cinnamon buns soft.
Another thing too that I find helps keep them soft is when you putting the fulling on the dough instead of mixing the butter in with the cinnamon and brown sugar you spread the butter on the dough and then sprinkle the cinnamon and brown sugar mixture on top.
Cinnamon BunsView Instructable »