Warm the milk to around 110°F.
Add the sugar and yeast to the milk. Let it sit for about 5 minutes, or until foamy.
Add the egg and melted butter, then mix to combine.
Add the flour and salt. Knead for 6–7 minutes, or until the dough is smooth.
Place the dough in a bowl, cover, and let it proof for 1 hour.
While the dough is proofing, prepare the filling by mixing the butter, brown sugar, and cinnamon.
Roll out the dough into a rectangle.
Spread the filling evenly over the dough.
Roll the dough lengthwise and cut it into equal pieces.
Cover the rolls and let them proof for 30 minutes.
Preheat the oven to 350°F. Bake the rolls for 18–22 minutes, or until golden brown.
Allow the cinnamon rolls to cool slightly.
While the rolls are cooling, whisk together the cream cheese and softened butter until fluffy.
Add the powdered sugar, vanilla extract, and milk, and whisk until smooth and fluffy.
Spread the frosting over the warm cinnamon rolls.
Enjoy!