Brush 1 tablespoon of melted butter over the bottom and sides of an 8 by 8 by 2-inch baking dish. Mix the nuts, brown sugar, sugar, cinnamon, and cloves in a small bowl. Roll out the thawed dough on a lightly floured surface to a 12 by 9-inch rectangle. Brush 1 tablespoon of butter over the dough. Sprinkle the nut mixture over the dough, leaving a 1/2-inch border along the top and bottom sides. Starting at 1 long side, roll up the dough jelly-roll style, forming a log. Pinch the seam to seal. Cut the log into 9 equal pieces. Arrange the rolls, cut side down, in the prepared baking dish, spacing evenly. Cover the dish with plastic wrap. Let the rolls rise in a warm draft-free area until puffed, about 45 minutes.
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Bake the cinnamon rolls uncovered until the tops are golden brown, about 25 minutes. Meanwhile, whisk the powdered sugar, mascarpone cheese, and buttermilk in a medium bowl until smooth and creamy.
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