Heat milk in microwave or stovetop until boiling then let cool for about 10 minutes.
Add butter, sugar, vanilla, and whisk until butter melts.
Once temperature is about 120°F, add egg and yolk and whisk well, this will bring temperature down to about 110°F.
In large mixing bowl, mix yeast and milk mixture, and let yeast bloom for about 5 minutes.
Once yeast is frothy-looking, add flour and salt and stir until combined (stand mixer works best).
Mix/knead for about 5-8 minutes until dough is no longer sticky, but holds together.
Transfer to butter greased bowl and cover with towel or plastic wrap and sit in slightly warm area for about 1 hour until double in size (i like to turn oven on low and set dough bowl covered on counter beside oven).
Once dough has risen, lightly dust counter with flour and put dough onto surface, roll out to about ½ inch thickness.
Spread softened butter over dough then sprinkle cinnamon and brown sugar.
I like to use pizza cutter to cut strips so cinnamon rolls will be uniform and easy to roll.
Place rolled cinnamon rolls in baking dish of choice lined with parchment paper and let rise for about 15-20 minutes. **do not place them too closely to each other or they won't rise properly.
Bake for about 15-20 minutes until browned and risen in middle.
While baking, mix cream cheese and butter together until creamy.
Add vanilla, heavy cream and powder sugar and mix until creamy.
Once cinnamon rolls have cooled, add cream cheese icing.