In a small bowl, combine the warm milk with the yeast. Let it sit for about 5 minutes until frothy.

In a large mixing bowl, whisk together the flour, sugar, and salt. Set aside.

Add the milk mixture, melted butter, and egg to the dry ingredients. Mix until a shaggy dough forms, then knead on a floured surface for 8-10 minutes until smooth.

Place the dough in a greased bowl, cover with a towel and let it rise for 1 hour until doubled.

Punch down the dough, roll it out to 1/4 inch, spread softened butter and sprinkle with brown sugar and cinnamon.

Tightly roll the dough into a log, slice into 12 pieces, and place in a greased baking dish.

Cover with a towel and let rise for 30 minutes.

Preheat the oven to 350°F. Bake for 20-25 minutes until golden brown.

Prepare the glaze by beating cream cheese, powdered sugar, milk, and vanilla until smooth.

Pour the glaze over the warm rolls and serve.