Whisk the water and flour in a saucepan. Cook over medium heat, whisking constantly, until thickened into a roux, about 4-5 minutes. Transfer to a bowl and set aside.

Rub the lemon zest into the sugar until it looks like wet sand.

Whisk together the flour, lemon sugar, yeast, and salt in a stand mixing bowl. Add the heavy cream, milk, egg, and tangzhong. Knead on low speed with the dough hook for 2 minutes until it forms a rough dough ball.

With the mixer running on low, add the butter 1 tablespoon at a time, letting it fully incorporate before adding more. Continue kneading for 11-12 minutes or until the dough looks smooth and elastic.

Form the dough into a smooth round ball. Place it seam-side down into a large, lightly greased bowl. Cover with plastic wrap and set aside to rest for 30 minutes.

Combine the butter, brown sugar, lemon zest, and vanilla until smooth.

Roll out the dough on a lightly floured surface into a 15?21-inch rectangle. Evenly spread the lemon-sugar mixture across the dough, leaving a 1-inch border at the top clean. Then spread the lemon curd on top.

Use a pizza cutter to cut twelve 1 3/4-inch strips. Roll each strip away from you, then carefully transfer them to a parchment-lined or buttered 9?13 baking pan.

Cover the pan with plastic wrap and set it aside to rise for 1-2 hours or until the rolls double. Meanwhile, preheat the oven to 325 F/162 C.

Bake the rolls for 30-35 minutes or until the tops are light golden brown.

While the rolls are baking, make the cream cheese frosting. In a stand mixing bowl, combine the cream cheese and butter until combined. Then mix in the powdered sugar. Keep beating on low speed until the frosting is light and fluffy, then mix in the lemon zest and heavy cream.

Let the pan cool on a wire cooling rack for 15 minutes, then spread the cream cheese frosting on top. Top with extra lemon curd and serve warm.