Combine warm milk, melted butter, egg.
Combine flour, sugar, salt, yeast and mix with the milk mixture.
Knead until smooth.
Rest the dough for 30 minutes.
Prepare the filling.
Roll out the dough and spread the filling across the dough.
Roll and cut into 10-12 equal pieces and transfer to a baking dish.
Pre-heat oven to 160c, while dough is resting for 30 more minutes.
Bake for 25 minutes or until golden brown on top.
Prepare the icing.
Remove cinnamon rolls from the oven and top with cream cheese icing.