Warm the milk and butter until the butter melts and the mixture feels warm, not hot.
Combine the milk mixture with the yeast, sugar, egg, and salt, then gradually mix in the flour until a soft dough forms.
Knead until smooth and elastic, about 8 to 10 minutes by hand.
Let the dough rise in a covered, greased bowl until doubled, about 1 to 1.5 hours.
Beat the filling ingredients together until creamy, not just melted.
Roll the dough into a 15x12-inch rectangle and spread the filling evenly, leaving a half-inch border.
Roll tightly into a log and cut into 12 pieces using a sharp knife or dental floss.
Arrange in a greased 9x13-inch pan, cover, and let rise until puffy, about 45 minutes to an hour.
Warm the heavy cream and pour evenly over the risen rolls.
Bake at 350°F for 25 to 30 minutes, until golden and an internal temperature of 190-200°F is reached at the center.
Prepare the cream cheese frosting or glaze while the rolls bake, then spread or drizzle over the warm rolls.