For the dough:
Heat the milk in a small pan over medium heat until it starts to bubble, and an instant-read thermometer reads 110–115°F. Pour into a mixing bowl and stir in 1 Tbsp. of the sugar. Sprinkle the yeast over the mixture, whisk to blend, and let sit for 5 minutes, until yeast is foamy. Add eggs one at a time, whisking until smooth.
In the bowl of a stand mixer fitted with a dough hook, combine the flour, salt, and remaining 4 Tbsps. of sugar. Add the milk mixture and turn the mixer on low to combine. Turn up to medium speed and add 1/2 cup (1 stick) of the butter, 1 piece at a time, blending well between each addition. Mix for 1 minute; then turn up to medium-high and knead on medium-high for about 5 minutes. If the dough remains sticky, add flour 1-2 Tbsps. at a time until it’s soft and silky, and no longer sticking to the sides of the bowl.
Brush the bottom of a large bowl with half of the 1 Tbsp. melted butter. Place the dough in the bowl and brush with the remaining half Tbsp. of butter. Cover with plastic wrap and let the dough rise for 75-90 minutes, or until doubled in size. Chill in the refrigerator for 2 hours.
For the prune sticky topping:
While the dough rises, preheat the oven to 350°F. Spread chopped pecans on a rimmed baking sheet and toast until fragrant and slightly darkened, about 10 minutes. Let cool completely.
In a saucepan over medium-high heat, melt the butter, then stir in the brown sugar, cream, honey, and salt. Once the mixture starts to boil, reduce heat to medium and simmer 3–4 minutes until glaze is golden brown and glossy. Pour 1 cup of the glaze into an 8”x8” baking pan, tilting to coat all around. Set aside the remaining glaze. Sprinkle 1/2 cup of the toasted pecans and the chopped prunes over the bottom of the pan and let it cool.
For the filling:
Using an electric or stand mixer set to medium speed, beat the butter, prune marmalade, sugar, cinnamon, nutmeg, and kosher salt in a medium bowl until light and fluffy, 2–3 minutes. Fold in the lemon zest and set filling aside.
Lightly flour a large work surface. Roll out the dough, forming a 12”x16″ rectangle about 1/4″ thick, with the long side turned toward you. Gently spread the filling mixture over the dough, leaving a 1″ border along the side farthest from you. Sprinkle 3/4 cups of the chopped pecans over the filling.
Starting with the long edge closest to you, roll the dough into a log, tightening as you go and tapping in the ends as they taper. Pinch the seam without filling to seal, and roll the log so that the seam side is down.
Using a sharp knife, cut across the log to create 9 buns, flouring or cleaning the knife in between slices to prevent sticking. Turn each bun cut-side up and pat the tops to flatten. Transfer the buns to the prepared baking pan, spacing evenly apart (and so they’re not touching each other).
Cover the pan loosely with plastic wrap and let the buns rise in a warm area for 45-60 minutes, until they’ve doubled in size.
Preheat the oven to 350°F. In a small bowl, whisk the egg with 1/2 tsp. of water; brush the tops of the buns with the egg wash. Bake on a middle rack, rotating the pan 25 minutes in and tenting with foil if they start to brown too quickly until the buns are golden brown and an instant-read thermometer inserted into the center registers 185°F—about 50 minutes in all. Let cool for 5 minutes, then spoon the remaining glaze over and sprinkle the remaining pecans. Let cool in the pan on a wire rack, until the glaze sets, then sprinkle lightly with flaky sea salt.
Serve the pecan sticky buns warm or at room temperature.