01 -
Preheat the oven to 350°F (175°C). Line a rimmed baking sheet with parchment paper.
02 -
Beat the softened cream cheese, granulated sugar, vanilla, and egg yolk with a hand mixer on medium speed until completely smooth, about 2 minutes. Set aside.
03 -
Use a sharp knife to cut each roll lengthwise without cutting all the way through. You want a deep pocket, not two separate halves.
04 -
Spoon or pipe about 1 tablespoon of cream cheese filling into the pocket of each roll. Don't overfill or the filling will overflow during baking.
05 -
Brush the tops of all filled rolls generously with melted butter. Stir together the brown sugar and cinnamon in a small bowl and sprinkle evenly over the tops.
06 -
Bake for 12 to 15 minutes, until the tops are light golden and the filling looks set and matte. Check at 12 minutes to avoid overbrowning.
07 -
Whisk together the powdered sugar, milk, and vanilla until smooth and pourable. Drizzle over the warm rolls and serve right away.