Combine the yeast with water and let it sit for 5-7 minutes (should be bubbly).
In a Kitchen Aid mixer with the dough hook, combine sugar, egg, milk, and butter.
In two batches add the flour, combining all ingredients.
When ingredients have been combined, turn up the speed to medium to knead the dough.
When the dough is elastic-like and smooth, take it out onto a floured surface.
Knead the dough into a smooth ball, and place into well-oiled bowl. Make sure the dough is covered with oil as well.
Cover the bowl with plastic wrap and let it sit for an hour in a warm place (the microwave or oven turned off is a good place!) until doubled in size.
When the dough has risen, dump out onto floured surface. With hands or with a rolling pin, stretch the dough into a rectangular shape, slightly larger than the 9x13 inch pan you will use.
Combine the sugar and cinnamon for the filling.
Spread the butter on the dough and sprinkle the sugar mixture on.
Roll the dough slowly, tucking as you roll, along the horizontal side.
Seal the roll with water on the edge of the dough.
Cut evenly into 16-18 pieces, depending on how big you want the rolls to be. Cut in half, then halves again, and so on.
Place rolls onto greased baking sheet, cover with plastic wrap, and let it sit for another hour, until doubled.
Preheat oven to 350 degrees F. When rolls have risen, brush with about a tablespoon of melted butter.
Bake for half an hour at 350 degrees F.
Beat Cream Cheese, vanilla, and butter until mixed. Add powdered sugar and mix. Add milk until desired consistency is reached.
When rolls are baked, pour the icing on top and lastly, enjoy!!!