Activate the yeast by combining warm milk, a pinch of sugar, and yeast in a bowl; let it sit until foamy.

In a large bowl, mix flour, sugar, and salt, then add the activated yeast mixture, melted butter, and egg; combine until a shaggy dough forms.

Knead the dough on a floured surface for about 5-7 minutes until it becomes smooth and elastic.

Place the dough in a greased bowl, cover, and let it rise in a warm place for 1-1.5 hours, or until doubled in size.

Punch down the risen dough and roll it into a 12x8 inch rectangle on a lightly floured surface.

Spread the softened butter evenly over the dough, leaving a small border.

In a small bowl, mix the brown sugar and cinnamon, then sprinkle this mixture evenly over the buttered dough.

Starting from one long side, tightly roll up the dough and pinch the seam to seal it.

Slice the log into four equal pieces and arrange them in a greased 8x8 inch baking dish.

Cover the dish and let the rolls rise again for 30 minutes in a warm place.

Preheat your oven to 375°F (190°C) and bake the cinnamon rolls for 20-25 minutes, or until golden brown.

While the rolls are cooling, prepare the frosting by beating together cream cheese, softened butter, powdered sugar, vanilla extract, and milk until smooth and creamy.

Spread the cream cheese frosting generously over the warm cinnamon rolls before serving.