Place warm milk, sugar and yeast in the bowl of your stand mixer. Let sit about 4 minutes until yeast is foamy.
Add egg, soft butter, salt and half the flour. With the dough hook attachment, begin to knead the dough over medium speed. Once the ingredients start coming together, add remaining flour. Continue to knead until dough forms a smooth ball around the dough hook. If the dough is still sticky add a little bit more flour about 2 tablespoons at a time.
Transfer dough to a lightly oiled bowl and cover with a clean towel. Let rise for about 1 hour or until dough doubles in size.
For the cinnamon roll filling: In the meantime, mix cinnamon, brown sugar and white sugar in a small bowl and set aside.
Next, roll out dough onto a lightly floured surface into an 18" x 9" sheet. Evenly spread softened butter on top of the dough. Evenly sprinkle top with cinnamon sugar mixture.
Tightly roll dough up from the long end and pinch edges of dough together to seal.
Cut dough into 12 equal sized pieces. Transfer cinnamon rolls to a parchment paper lined or lightly buttered baking dish. Cover with a clean towel and let rise for about 20-30 minutes or until they double in size.
In the meantime, preheat oven to 350 degrees.
Place fully risen cinnamon rolls into the oven and bake for about 22-24 minutes, or until tops are lightly golden. Remove from oven and let cool.
While the cinnamon rolls are cooling, make the cream cheese glaze.