Warm milk to 105–110°F. Stir in yeast and 1 tablespoon of the measured sugar and let stand for 5–10 minutes, until foamy. Whisk in remaining sugar, eggs, egg yolk, melted butter, and vanilla.

Add 4 cups bread flour, salt, and nutmeg. Knead with a dough hook on medium-low for 7–9 minutes, or by hand for 10–12 minutes, until smooth, stretchy, and slightly tacky. Add extra flour only 1 tablespoon at a time if needed.

Transfer dough to a greased bowl, cover, and let rise in a warm place for 60–90 minutes, or until roughly doubled.

Mix brown sugar, cinnamon, flour, salt, and vanilla for the filling. Roll risen dough into an approximately 18 × 14-inch rectangle. Spread with softened butter, leaving a ½-inch strip bare along the far long edge, then evenly sprinkle over the cinnamon mixture.

Starting from the long edge, roll into a snug log and cut into 12 equal rolls. Arrange in a greased 9 × 13-inch pan, cover, and rise for 35–50 minutes, until puffy.

Preheat oven to 350°F. Slowly pour the slightly warmed heavy cream over the risen rolls. Bake for 24–30 minutes, until lightly golden and the centers are cooked through. The center of a middle roll should register about 188–190°F. Cool for 10 minutes.

Beat cream cheese and butter until smooth. Mix in powdered sugar, vanilla, cream, and salt until spreadable. Spread half over the warm rolls, wait 5 minutes, then add the remaining frosting. Serve warm.