Preheat oven to 375 degrees. Spray baking dish with non-stick spray. Next, take a serrated knife and cute a square in the top of each roll halfway down. Pop the square off.
Stir the melted butter with the brown sugar and cinnamon.
With a pastry brush, brush the rolls all over with the cinnamon sugar butter mixture. Be sure to coat heavily around the sides, tops, in between each roll and inside of the squares in the roll.
Now with a hand mixer, mix together the cream cheese, granulated sugar and egg.
Then spoon the cream cheese mixture into the rolls and fill up to the top of each roll.
Bake for 20 minutes or until the center of the cream cheese is set.
Let cool for 20 minutes so the cream cheese mixture sets.
Meanwhile mix together the powdered sugar, milk and vanilla
Drizzle tops of the rolls with the icing mixture using a spoon.