Mix warm milk, sugar, and yeast, add butter, egg, salt, flour, knead until smooth.
Let dough rise 1 hour until doubled.
Mix cream cheese filling and cinnamon sugar.
Roll dough, spread butter, add fillings.
Roll into log, slice into rolls, place in dish.
Let rise 30 minutes until puffy.
Bake at 350°F for 22–25 minutes until golden.
Whisk glaze and drizzle over warm rolls.