"And perhaps a sticky bun!... Or four..."
Is that the right Into the Woods quote?
In any case...
Sticky buns are basically cinnamon buns/rolls with extra gooey stuff. Said gooey stuff is usually made up of butter and brown sugar. Pecans are also usually added to the mixture.
When making a batch of sticky buns, one places the brown sugar and butter in the bottom of a pan. The buns - not yet sticky at this point, although depending upon the dough you're using... - are then placed on top. As the buns bake in the oven, the brown sugar and butter caramelize, becoming very sticky. Once out of the oven, the pan is turned over onto a plates, and all the sticky goodness just goo-zes all over the buns, now sticky buns.
In a pinch, you can make your own by using refrigerated biscuit dough, but it's worth the time and effort to make a really buttery brioche dough for the bun part. Soooo decadent.