Preheat oven to 350°F (175°C) and prepare a baking sheet.
Slice King’s Hawaiian Sweet Rolls in half without cutting through, creating a pocket.
Mix cream cheese, sugar, vanilla, and egg yolk until smooth.
Fill each roll with the cream cheese mixture.
Place on the baking sheet, brush with melted butter, and sprinkle with cinnamon sugar.
Bake for 15-20 minutes until golden brown.
Dust with powdered sugar before serving.
