In your bread machine, add the warm milk, melted butter, sugar, and egg. Then, sprinkle the flour over the liquid mixture, ensuring it covers it completely. Make a small well in the center of the flour and add the active dry yeast. Sprinkle salt around the edges of the flour.
Close the lid of your bread machine and select the 'Dough' setting. Start the machine and let it work its magic for about 1.5 hours.
While the dough is rising, mix together the softened butter, brown sugar, and ground cinnamon in a bowl.
Once the dough has finished rising, transfer it to a lightly floured surface and roll it out into a rectangle approximately 1/4 inch thick.
Spread the cinnamon filling evenly over the rolled-out dough.
Starting from one long edge, carefully roll the dough into a tight log. Slice the log into 12 equal pieces and place each slice into a greased baking sheet.
Cover the sliced rolls with plastic wrap and let them rise for another 30-45 minutes until they have doubled in size.
Preheat your oven to 375°F (190°C). Bake the rolls for 20-25 minutes or until they are golden brown on top.
While the rolls are baking, prepare the cream cheese frosting by beating together the softened cream cheese, softened butter, powdered sugar, vanilla extract, and milk until smooth and creamy.
Once the rolls are out of the oven, allow them to cool for a few minutes. Generously spread the cream cheese frosting over the warm rolls.