Begin by preparing the tangzhong. In a saucepan, whisk together the water and flour. Cook over medium heat, stirring constantly, until it thickens into a roux, which should take about 4-5 minutes. Once done, transfer it to a bowl and set aside.

Next, rub the lemon zest into the granulated sugar until it resembles wet sand.

In a stand mixer bowl, combine the bread flour, lemon sugar, instant yeast, and fine sea salt. Mix well.

Add the heavy cream, whole milk, egg, and the prepared tangzhong to the dry ingredients. Knead the mixture on low speed using a dough hook for about 2 minutes until a rough dough ball forms.

With the mixer still running on low, gradually add the butter, one tablespoon at a time, ensuring each addition is fully incorporated before adding the next. Continue kneading for about 12 minutes until the dough becomes smooth and elastic.

Shape the dough into a smooth round ball and place it seam-side down in a large, lightly greased bowl. Cover it with plastic wrap and let it rest for 30 minutes.

In a separate bowl, mix together the butter, light brown sugar, lemon zest, and vanilla until the mixture is smooth.

On a lightly floured surface, roll out the dough into a rectangle measuring 21x15 inches. Spread the lemon-sugar mixture evenly over the dough, leaving a 1-inch border at the top. Then, spread the lemon curd on top of this mixture.

Using a pizza cutter, slice the dough into twelve strips, each measuring 1 ¾ inches wide. Roll each strip away from you and carefully place them into a parchment-lined or buttered 9x13 baking pan.

Cover the pan with plastic wrap and allow the rolls to rise for 1-2 hours, or until they have doubled in size.

While the rolls are rising, preheat your oven to 325°F (162°C).

Once the rolls have risen, bake them in the preheated oven for 30-35 minutes, or until the tops are a light golden brown.

While the rolls are baking, prepare the cream cheese frosting. In a stand mixer bowl, combine the cold cream cheese and butter until well mixed. Gradually add the powdered sugar and continue beating on low speed until the frosting is light and fluffy. Finally, mix in the lemon zest and heavy cream.

After baking, let the pan cool on a wire rack for 15 minutes. Then, spread the cream cheese frosting over the warm rolls. Optionally, top with extra lemon curd before serving.