Start by warming the milk in a saucepan until it's warm but not hot. Remove it from the heat and sprinkle the yeast over the milk. Give it a few minutes to bloom. While waiting, in a large mixing bowl, combine the flour, sugar, and salt. Add the melted butter, bloomed yeast, egg, and vanilla extract to the dry ingredients. Mix everything together until it forms a shaggy dough.

Transfer the dough to a floured surface and knead it for about 5-7 minutes. You want to develop that gluten, so it’s nice and stretchy. The dough should be soft and smooth when you're done. If it’s too sticky, add a little more flour.

Place the kneaded dough in a greased bowl. Cover it with a cloth or plastic wrap and let it rise in a warm place. It should double in size, taking about 1 to 1.5 hours.

While your dough rises, mix the softened butter, cinnamon, nutmeg, and brown sugar in a bowl. Create a thick paste that will become the filling.

After the dough has risen, punch it down to release the air. Roll it out on a floured surface into a rectangle about 1/4 inch thick. Spread the cinnamon filling evenly across the dough, leaving a small border around the edges.

Starting from one long edge, tightly roll the dough into a log. Use a sharp knife or dental floss to slice the log into 12 equal pieces. Place the slices into a greased baking dish.

Cover the sliced rolls again and let them rise for another 30-45 minutes. Preheat your oven to 350°F (175°C) during this time.

Once the rolls have puffed up, place them in the oven. Bake for 20-25 minutes until they are golden brown.

While the rolls bake, prepare the icing. Beat the cream cheese and butter together until smooth. Gradually add the powdered sugar and then mix in the maple syrup and vanilla extract until creamy.

Once the rolls are out of the oven, let them cool slightly before drizzling the icing on top. Serve warm, and enjoy!