Combine milk and water in a saucepan and gradually warm it (low heat) until it reaches 100-110 degrees F. Use a thermometer...this is a sure fire way to not mess up the yeast! ;) Once it reaches the correct temp, take the saucepan off the heat, sprinkle the yeast on top, sprinkle a pinch of sugar on top and set aside. Don't be tempted to mess with it! Let yeast foam for 10-15 minutes.

Whisk melted butter, egg yolk, and vanilla into foamy yeast mixture.

In a large bowl, whisk flour, salt, cinnamon and remaining sugar. Make a well in the middle and slowly pour in yeast mixture. With a wooden spoon, mix together well. Dough will be thick and sticky.

Put dough on floured surface and knead until your dough is soft and elastic. Then roll into a ball.

In another large bowl, take more melted butter and brush on the inside of the bowl. Place dough in bowl and gently roll it around so that the sides of the dough are coated in butter. Cover with plastic wrap and let rise at room temperature until it has doubled in size. This will take a little over an hour.

Once dough has doubled, remove from bowl and knead out once again on floured surface. Knead lightly, just to release air, form back into a ball, place back in bowl, cover with plastic wrap and place into fridge for 4 hours or overnight.

Put dough on a very lightly floured surface and roll into a 18x12 rectangle. Give or take...it doesn't have to look perfect.

Take jam and cover dough leaving about a half inch border of plain dough around the rectangle. Be generous with the jam! *I had some leftover, so I kept to top rolls with before and after baking.

Take 18 inch side and roll the dough up into a cylinder. Try to keep it tight but if it gets sloppy you can fix it later. Jam will also be spilling out...it's okay! Just try to keep as much in as possible.

Once you have your large cylinder roll, cut into two inch rolls. *This is where my rolls got kind of loose, but I was able to re-roll them tighter...it was super messy but don't worry about it!

Grease a pie dish and then place rolls inside. I put one roll in the middle and then put the remaining around that middle roll. If your rolls don't fill up the entire pie dish, that's okay...as they bake, they will fluff up! This is also when I topped the rolls off with some of the excess jam.

Bake rolls at 350 degrees for 25-30 minutes. If your rolls start to brown before all of the rolls are cooked through, cover rolls with foil and put them back in the oven. I had to do this for about the last 5 minutes of baking.

In a large bowl with an electric mixer, beat cream cheese on med/high speed for about 4 or 5 minutes, until light and fluffy. Add sugar, and beat for another minute. Then mix in salt, lemon, juice, and milk on slow until smooth. I like this glaze thick...but if it's too thick for you, add in an additional tablespoon of milk.

Glaze rolls after taking them out of the oven and cooling for a few minutes.