Mix warm milk, 1 tsp sugar, and yeast; let foam 5-10 min.
Combine 3 1/2 cups flour, sugar, salt; add yeast mix, butter, eggs, vanilla. Knead 8-10 min, adding flour if needed.
Let the dough rise 1-1.5 hours until doubled.
Roll dough to 12x18 inches; spread butter, sprinkle sugar, cinnamon, and nutmeg. Roll and cut into 12 slices.
Place in 9x13-inch dish; rise 30-45 min. Preheat oven to 350°F.
Bake 20-25 min.
Beat cream cheese, butter, powdered sugar, vanilla, and milk for glaze; spread over warm rolls.
Garnish with cinnamon; serve on a platter with coffee, fruit.