In a bowl, mix together the all-purpose flour, sugar, egg, milk, and yeast until fully combined. Then, add in the butter and knead the dough until it is soft and elastic. Cover the bowl with a damp cloth and set aside for about 30 minutes.
Once the dough has doubled in size, turn it out onto a floured surface and roll it out into a rectangle that is about 1/4 inch thick. Spread the soft brown sugar, cinnamon powder, cream cheese, and butter over the top.
Starting from one end of the rectangle, roll the dough tightly into a cylinder shape. Cut the cylinder into 20 even slices and arrange them in a greased baking pan. Cover with a damp cloth and set aside for another 30 minutes.
Preheat the oven to 375°F. Bake the cinnamon rolls for 25-30 minutes until golden brown.
While the cinnamon rolls are baking, mix together the powdered sugar, vanilla extract, milk, and salt to make the glaze. When the rolls come out of the oven, brush them with melted butter and pour the glaze over them.
Let the cinnamon rolls cool for a few minutes before serving.