Place the flour, sugar, salt and yeast in a large bowl and stir with a wooden spoon.
Make a well in the center, add the egg and stir the egg with a fork.
Add the melted butter, milk and stir with a wooden spoon until all combined. Bring the dough together with your hand. Cover the dough with a cling film and let it rise in a warm place until more than doubled in size. There will with bubbles on top once ready. It takes almost 1 hour and 15 minutes at 84°F(29° C) to 1 hour and 30 minutes at 79°F(25°C) depending on the weather. While the dough is rising make the cinnamon sugar by mixing cinnamon and sugar with a fork or a spoon in a small bowl.
When the dough rises, lightly flour the top of the dough and gently deflate it with your knuckle.
Place the dough on a lightly floured work surface, lightly flour the rolling pin and the top of the dough. The dough is not sticky so don't use excess flour. Roll the dough into 12*20 inch (30*50 cm) rectangle.
Spread the butter over the dough with a pastry brush. Especially if you use melted butter the amount may seem too much but actually it is not, so use all the butter.
Cover the top with cinnamon sugar and start to roll the dough from the long side into a log.
You can either cut them into equal 12 pieces for an 11-11.5 inch (28-29cm) pan or 9*13 inch (23*33cm) pan or into equal 10 pieces for a 9 inch (23 cm) pan. Either case, line the pan with parchment paper that overhangs from the sides.
Place the rolls into the pan and let them rise for 20-30 minutes.
Preheat the oven to 350°F(177°C) in the middle of the rising process.
Bake for 20 minutes or until it is golden brown at the top but lightly golden at the sides. You shouldn’t overbake so these rolls will be soft.
Once you remove the cinnamon rolls from the oven, make the icing. Place the cream cheese, butter and vanilla into a medium bowl and stir with a whisk until combined well. Mix in the powdered sugar.
After 10 minutes, spoon the icing over the rolls. Let the rolls cool for extra 5-10 minutes and enjoy as they are best when they are warm!