The night before you want to bake the cinnamon rolls, measure out the milk, butter, salt, and sugar into a measuring cup.
Microwave these ingredients in a measuring cup for 20-30 seconds. Stir until the butter is melted. Test the temperature of the mixture.
It should be warm like a warm bath. If it’s not, microwave in 10-15 second bursts, stirring in between each burst. You don’t want it too hot, or you will kill your yeast.
Crack the egg into the milk mixture, using a fork to mix it into the mixture.
Once the milk is the right temperature, place about 1 ½ cups of the flour and the yeast in the bowl of a stand mixer with a dough hook.
Use a fork or spoon to mix the dry ingredients well.
Add the warm liquids and beat the dough for two or three minutes.
Add the remaining flour a little at a time until a soft dough is formed.
Turn the dough onto a floured surface and knead it by hand for two or three minutes, or until it is smooth and elastic.
Turn the mixing bowl upside down over the top of the dough ball and allow it to rest for about 20 minutes. Don’t skip this step because it allows the gluten in the dough to develop and make it nice and stretchy.
While you’re waiting for the gluten to develop, go ahead, and mix up the icing ingredients.
In a medium-sized bowl with an electric mixer, mix together the cream cheese and butter until they are light and creamy.
Add the powdered sugar a little at a time and beat well. Add the milk and vanilla, beating well.
Place the icing in a tightly covered container in the refrigerator until the next morning.
Spray a 9-inch square baking pan or a 9 inch round cake pan with cooking spray.
Using a lightly floured rolling pin, roll the dough ball out onto a floured surface into a rectangle that is about 9 by 7 inches.
Spread the softened butter over the surface of the rectangle.
In a small bowl, mix together the brown sugar and cinnamon. Sprinkle this mixture over the butter on the dough rectangle, spreading it evenly.
Roll the rectangle from the long edge to create a long, cylindrical roll.
Using a sharp serrated knife gently saw through the dough to create six to eight evenly sized cinnamon rolls.
Place these rolls in the greased pan and cover the pan with plastic wrap. Place the pan in the fridge overnight.
Next morning, remove the pan from the refrigerator, remove the plastic wrap, and allow the dough to come to room temperature, letting it sit for about 20 to 25 minutes.
Preheat the oven to 350 degrees.
Bake the cinnamon rolls for about 20-25 minutes or until lightly browned.
Let the rolls cool for 15 to 20 minutes before topping with icing and serving.