Proof yeast by placing in warm water in a small bowl, set aside.
Place melted butter, milk, and egg into bowl of mixer fitted with paddle or dough hook attachment. Mix well.
After the yeast has started to bubble, add to the milk mixture. Mix until all ingredients are incorporated.
Add all of the dry ingredients, and mix until smooth and dough no longer sticks to sides of bowl. You may need to add a little more flour.
Cover dough with plastic wrap and let rise in warm place for about 45 minutes to one hour.
Meanwhile, mix together filling ingredients, set aside.
When dough is ready, roll out onto floured surface into 24×10-inch rectangle.
Spread filling ingredients on top of rolled out dough.
Roll up dough into a long log shape.
Cut dough into 1 1/2-inch pieces.
Place on a greased 9x13-inch baking pan, let rise until doubled, or about 45 minutes in a warm place.
Bake at 350 degrees for about 15-20 minutes or until light golden color.
Let cool for about 5-10 minutes.
While rolls are cooling, Beat cream cheese, butter, powdered sugar and vanilla together in a bowl.
Mix until smooth.
Spread frosting onto rolls while still warm.