Dough 

1. Activate the yeast by mixing warm milk, sugar, and active dry yeast. Let it sit for 10–15 minutes until frothy.
2. Make the dough by adding flour, granulated sugar, egg, and egg yolk. Knead for 14 minutes until smooth.
3. Add the remaining butter and knead for about 10 more minutes.
4. First proof: let the dough rise in a warm spot at about 29°C (84°F) until doubled in size, around 1 hour and 30 minutes.

Assemble

1. Prepare the filling by blending Oreos with cinnamon. Spread softened butter over the rolled-out dough, then sprinkle the Oreo-cinnamon mixture evenly.
2. Shape the rolls by cutting the dough into strips, rolling each individually, and placing them in a greased baking dish.
3. Second proof: let the shaped rolls rise at 29°C (84°F) for 30–45 minutes until puffy. Preheat the oven to 180°C (350°F) and drizzle a little heavy cream over the rolls before baking for extra fluffiness.

Bake and prepare icing.

1. Bake in the preheated oven for 20–25 minutes until golden brown.
2. Make the icing by whipping room-temperature butter until soft, scraping the sides and bottom as needed. Add powdered sugar and mix until slightly white and fluffy, then add cream cheese and continue mixing until smooth.
3. Finish the rolls by spreading icing on top and sprinkling with chopped Oreos.