In a mixing bowl, combine warm milk, sugar, and yeast. Let it sit for 5 minutes until frothy.

Add melted butter, egg, and salt to the yeast mixture. Gradually mix in flour until a dough forms.

Knead the dough on a floured surface for about 5 minutes until smooth. Place in a greased bowl and cover. Let rise for 1 hour.

In a small bowl, mix together brown sugar, cinnamon, and softened butter until well combined.

Preheat the oven to 375?F (190?C). Roll out the dough on a floured surface into a rectangle.

Spread the cinnamon filling evenly over the dough. Cut the dough into strips and twist each strip.

Place the twists on a baking sheet lined with parchment paper and let rise for another 15 minutes.

Bake the twists in the preheated oven for 12-15 minutes until golden brown.

While baking, prepare the cream cheese icing by mixing cream cheese, powdered sugar, milk, and vanilla until smooth.

Once the twists are baked, drizzle the cream cheese icing over them while they are still warm.