Heat milk and butter in a small saucepan over low heat until milk is warm to the touch and butter is melted. Pour into a large mixing bowl.
Add yeast, sugar, salt, egg, and half of the flour. Beat till smooth. Stir in enough remaining flour to make a dough that is soft.
Knead for about 3 minutes on a lightly floured surface. Place dough in a large bowl that has been sprayed with non stick spray. Cover and let rise till doubled, about an hour.
For filling, melt butter in a glass bowl. Stir in the brown sugar, sugar, cinnamon, and cream.
On a lightly oiled countertop, roll dough out into a rectangle about 18x12". Spread the filling evenly over the dough.
Roll the dough up lengthwise, and pinch the seam together to seal. Cut into slices using a piece of dental floss. Just wrap the floss under the dough, cross it over the top, and pull.
Place rolls in a greased 9x13" pan. Let rise till doubled, about 30-45 minutes.
Bake at 350° for about 25 minutes or till lightly browned.
For frosting: Beat cream cheese and butter together till smooth and creamy. Add powdered sugar, salt, vanilla, and enough milk to get a spreadable consistency.
Frost cinnamon rolls while still warm.