Make the Cinnamon Rolls:

1. Prepare the Dough:

   • In a large mixing bowl, combine flour, sugar, yeast, and salt.
   • Add the warm milk, melted butter, and egg. Mix until a sticky dough forms.
   • Turn the dough onto a lightly floured surface and knead for 5-7 minutes until smooth and elastic.
   • Place in a greased bowl, cover, and let rise in a warm place for 1 hour, or until doubled in size.

2. Make the Cinnamon Filling:

   • In a small bowl, mix together softened butter, brown sugar, and cinnamon until well combined.

3. Roll and Shape:

   • Roll the dough into a 15×9 inch rectangle.
   • Spread the cinnamon filling evenly over the dough.
   • Roll the dough tightly into a log and cut into 8-10 slices.
   • Place the rolls in a greased 9×13-inch baking dish, cover, and let rise for 30 minutes.

4. Bake the Cinnamon Rolls:

   • Preheat the oven to 350°F (175°C).
   • Bake for 20-25 minutes or until lightly golden. Let them cool slightly before making the French toast.

Make the French Toast:

1. Prepare the Custard Mixture:

   • In a bowl, whisk together eggs, milk, vanilla extract, cinnamon, and sugar.

2. Slice and Soak the Rolls:

   • Slice the cinnamon rolls horizontally into 1-inch thick slices.
   • Dip each slice into the custard mixture, letting it soak for 10-15 seconds per side.

3. Cook the French Toast:

   • Heat a non-stick skillet or griddle over medium heat and add a little butter.
   • Cook the soaked slices for 2-3 minutes per side, until golden brown and slightly crispy.

Make the Cream Cheese Glaze:

1. In a mixing bowl, beat together cream cheese, butter, powdered sugar, and vanilla extract until smooth.
2. Add milk, 1 tablespoon at a time, until the glaze reaches your desired consistency.