Mix the lukewarm milk with one tablespoon of the sugar taken from the total amount and the dry yeast, cover, and let it sit for 15 minutes until foamy.
In a large mixing bowl, combine half of the flour, the remaining sugar, and a pinch of salt.
Add the yeast and milk mixture to the flour bowl, then add the egg and the softened butter.
Whisk everything together until you get a smooth, thick batter.
Add the remaining half of the flour.
Knead the dough, then cover the bowl with plastic wrap or a clean kitchen towel and let it rise for 1 hour in a warm spot.
For the filling, prepare the softened butter and mix the cinnamon with the sugar. Once the dough has doubled in size, roll it out with a rolling pin into a large rectangle.
Spread the softened butter evenly over the dough, then sprinkle the cinnamon sugar mixture all over the surface.
Roll the dough up tightly into a log and slice it into equal pieces.
Line a baking pan with parchment paper, arrange the rolls in the pan leaving some space between them to rise, let them rest on the counter for 20 minutes, then bake at 350°F (180°C) for 20–25 minutes until golden.
For the glaze, beat the softened butter, cream cheese, and powdered sugar with a mixer until completely smooth and creamy.
Remove the cinnamon rolls from the oven and generously spread them with the cream cheese glaze while they are still warm.