Put the flour, fast action yeast, salt and sugar in a large bowl. Make sure that the salt and the yeast do not directly touch each other. Stir together so everything is well combined
In a pan on a low heat, warm up the milk and butter until the butter melts, then add the vanilla extract. Let the mixture cool for 5-10 minutes or until lukewarm, then whisk the egg into it
Pour the milk mixture into the flour mixture and bring everything together into a sticky dough. You can do this using a stand mixer, with it running on a low speed
Knead the dough for 8-10 minutes either by hand on a very lightly floured surface or in an electric mixer with the dough hook attachment
Place the kneaded dough in a large bowl that is lightly brushed with vegetable or olive oil, then cover with cling film or a clean tea towel, and leave in a warm place to rise for 1 hour or until doubled in size
Make the cinnamon sugar filling by mixing the light brown sugar with the cinnamon
Roll out the risen dough into a rectangle measuring roughly 35 x 30cm (14 x 12").
Brush the melted butter all over it, then sprinkle the cinnamon sugar all over the top
Roll the dough into a sausage shape, starting from the longest side, use a sharp knife to trim the ends then cut it into equal pieces. You can mark out the pieces before you cut with a ruler, you want them about 1 inch thick
Place the cut rolls into a lined traybake tin (I used a 12" x 9" one), cover them loosely with cling film or a clean tea towel and leave them to rise for 1 hour
Pre-heat your oven to 180C Fan/350F/Gas Mark 4
Bake the rolls for 20-25 minutes, until golden brown
After they have cooled, mix together the cream cheese, icing sugar and milk, and drizzle it over the buns
Serve immediately, store leftovers in an airtight container in a cool place, or in the fridge if they have the frosting on, for 2-4 days. The buns can be frozen for up to 3 months