In a large bowl, combine the dry yeast with the lukewarm water and fresh milk. Add the egg and vanilla sugar, and mix well until everything is combined.

Gradually sift in the flour and salt, mixing until a soft, elastic dough forms.

Knead the dough on a clean surface for about 5-7 minutes.

Transfer the kneaded dough to a clean bowl, cover with a cloth, and let it rise in a warm place until it has doubled in size, about 1 hour.

Once the dough has risen, roll it out onto a floured surface into a rectangular shape.

Brush the dough with the softened butter, and sprinkle a mixture of brown sugar and cinnamon evenly over the surface.

Carefully roll the dough into a log, starting from one end to the other, and slice the roll into thick circles.

Place them in a greased baking dish and allow the rolls to rise again until they are puffed up, about 30-40 minutes.

Preheat your oven to 180°C (350°F) and bake the cinnamon rolls for about 15 minutes or until they are golden brown.

While the rolls are baking, mix together the cream cheese, softened butter, powdered sugar, and a splash of vanilla until smooth and creamy.

Once out of the oven, spread the cream cheese frosting over the warm cinnamon rolls and enjoy!