You want to frost warm cinnamon rolls. If you frost hot cinnamon rolls, the frosting will melt completely and won't adhere to the cinnamon rolls. If you frost cold cinnamon rolls, the frosting will be too thick because it won't incorporate into the cinnamon rolls at all. So, let the cinnamon rolls cool slightly, about ten minutes, and frost them when they're still warm. The frosting will melt into the cinnamon rolls, but there will still be a layer on top.