Pour your milk into a microwave safe mixing jug and microwave it for about 20 seconds until it is lukewarm, No hotter than bath water. Stir a good pinch of sugar and the yeast and allow to sit for 10-15 minutes until the top of the mixture looks foamy.
Once the yeast has been activated whisk in the melted butter & egg yolk.
In a bowl mix the flour, sugar and salt. Pour the yeast mixture in and mix with a spatula until a thick, sticky dough forms and all the flour is incorporated. Turn out the dough onto a lightly floured work surface and knead until the dough is no longer sticky, is smooth and forms a ball.
Place dough into a greased bowl, cover with a towel, and allow to rise in a warm place for an hour to 90 minutes, until doubled in size.
Make your cinnamon filling by mixing the butter, sugar, brown sugar and cinnamon.
Once your dough has risen, turn it out on a lightly buttered surface and squish and stretch it into an oblong shape. Use a rolling pin to roll the dough out to about 5 by 15 inches. Gently shape the corners and sides so you have a rectangle.
Spread cinnamon filling over the entire thing and top with the brown sugar mixture. Carefully roll into a tight log from the short side. Use a serrated knife or dental floss to cut the roll into quarters.
Place the rolls in a 6 to 7-inch greased baking dish. Cover with a towel, place them in a warm spot, and allow to rise for 45 minutes to an hour, until puffed up and fluffy.
Bake in a preheated oven 180 for 15-20 minutes
While your rolls are baking, in a medium bowl, whisk together softened cream cheese, butter, sugar, vanilla, and salt, until well combined.
Let your rolls cool for about 5 minutes before frosting and enjoy.