In a large mixing bowl, combine milk with active dry yeast, allowing it to foam for about 5 minutes. Mix in egg, melted butter, granulated sugar, and salt. Gradually add flour until a sticky dough forms. Knead for 3 minutes until smooth.

Cover the kneaded dough with a clean kitchen towel and place it in a warm area to rise until doubled in size, about 1 hour.

While the dough rises, prepare the filling by mixing softened butter, brown sugar, and ground cinnamon until smooth.

After the first rise, turn the dough onto a floured surface and roll it into a 17x10-inch rectangle. Spread the filling evenly over the dough and roll tightly into a log. Slice into 8 equal rolls.

Place the sliced rolls in a greased baking pan and let rise for about 30 minutes.

Preheat your oven to 350°F (175°C). Bake the rolls for 20-25 minutes, or until golden brown.

While the rolls bake, prepare the cream cheese frosting by beating together cream cheese and softened butter until fluffy. Gradually add powdered sugar and vanilla extract until smooth.

Allow the baked cinnamon rolls to cool for about 10 minutes before spreading the frosting over the top.