I want a really moist cinnamon roll. What's the secret? Should I use egg yolks instead of whole eggs? Should I use more oil?

You'll be fine with whole eggs. And treat the butter as you would for brioche dough: move it to room temperature the night before you plan to mix the dough, so it's very soft but not melted. Dot it into the dough a couple of tablespoons at a time, allowing each to be incorporated before adding more.

Try this recipe from the pioneer woman. I use this recipe all the time; it's amazing.
http://thepioneerwoman.com/cooking/2007/06/cinammon_rolls_/