1. Warm the milk and butter to 110°F to activate the yeast.
2. In a mixing bowl, combine flour, sugar, yeast, and salt.
3. Add the warm milk mixture and an egg to the dry ingredients, then mix until combined.
4. Knead the dough until smooth and elastic.
5. Place the dough in a greased bowl, cover, and let it rise in a warm place until doubled in size (about 1-2 hours).
6. Roll out the dough into a large rectangle on a floured surface.
7. Spread softened butter over the dough.
8. Sprinkle brown sugar and cinnamon evenly over the buttered dough.
9. Roll up the dough tightly from the long side to form a log.
10. Use dental floss or a sharp knife to cut the log into 12 rolls.
11. Arrange the rolls in a greased baking dish.
12. Cover and let the rolls rise again until puffy.
13. Preheat the oven to 350°F.
14. Bake the cinnamon rolls for 25-30 minutes or until golden brown.
15. While the rolls bake, prepare the icing by mixing cream cheese, butter, powdered sugar, and vanilla.
16. Spread the icing over the warm rolls.
17. Serve fresh and warm for the best taste.
18. Optionally, prepare the dough ahead and refrigerate overnight for baking the next day.