Warm the milk in microwave for 40-45 seconds or until it reaches 105℉. Sprinkle yeast on top and give it a quick mix. Let the yeast rest in the milk for 5-10 minutes until it blooms.
Once the yeast has bloomed in the milk, add in sugar, egg, egg yolk, and melted butter. Whisk until well combined.
Next, stir in the bread flour and salt with a wooden spoon until a dough begins to form.
Sprinkle bread flour on a clean countertop and begin kneading the dough by hand for about 5 minutes. The dough should form into a nice ball and be slightly sticky. If it's sticking to the counter too much, add ½ tsp of bread flour at a time while you're kneading to loosen it up.
Transfer dough ball to a well-oiled bowl, cover the top of the bowl with plastic wrap and a warm towel. Allow dough to rise for 1-1.5 hours or until it has doubled in size.
After the first rise, transfer the dough to a clean, well-floured surface and roll it out into an 11"x 16" rectangle using a rolling pin.
Mix all of the filling ingredients together in a small bowl and spread it over the top of the rolled out dough.
Next, take a pizza cutter and slice the dough into 6 long strips starting at the 11" side.
Carefully stack all 6 strips on top of one another.
Using a serrated knife, slice the stack into 6 equal sections.
Line a 9" x 5" loaf pan with butter and parchment paper. Tightly pack all of the 6 sections that you just sliced into the loaf pan so that the cinnamon layers are facing upwards.
Cover the pan with plastic wrap and a warm towel for 30 minutes for the second and final rise.
Towards the end of the second rise, preheat your oven to 350℉ and prep the cinnamon sugar mixture.
After the second rise is complete, remove the towel and plastic wrap, pour the heavy cream over top of the dough, and sprinkle the cinnamon sugar mixture on top.
Bake at 350℉ for 35-40 minutes until the center is baked and the top has a nice golden brown color.
Allow the bread to cool off a bit in its pan before adding the cream cheese frosting.
In the bowl of your stand mixer fitted with a paddle attachment, whip the softened butter and cream cheese together on medium speed until its pale in color and silky smooth in texture.
Next, add in the powdered sugar and vanilla extract and mix until everything is well combined.
Add the cream cheese frosting to a piping bag and cut a small piece off from the tip of the piping bag.
Once the bread is almost fully cooled, drizzle the frosting over top creating a fun zigzag pattern.
To easily serve this at the table, remove the bread from the loaf pan, place on a pretty platter, serve warm, and enjoy!
