Pour the milk into the pan for your bread machine. Add the eggs, egg yolk, butter, oil, vanilla, flour, sugar, yeast, and salt.
Process on the dough cycle according to the manufacturer’s instructions.
Grease a 13 x 9 baking dish with oil.
Turn the dough out into a lightly floured surface and roll the dough out into a 13” rectangle.
Brush the dough with the butter.
Combine the sugar and cinnamon in a small bowl and sprinkle over the dough.
From the long side, roll the dough into a log and cut in 12 rounds using a serrated knife.
Arrange the rounds in the greased baking dish. Cover with a damp towel and let proof in a warm space for 35 minutes.
Preheat the oven to 375° F. Bake the cinnamon rolls for 15 to 20 minutes, until golden brown.
While the cinnamon rolls are baking, make the glaze by beating the cream cheese in the bowl of a stand mixer until smooth. Add the powdered sugar, and beat until incorporated. Stir in the vanilla and milk, adding more milk as necessary to achieve the desired consistency
Let the cinnamon rolls cool for 10 minutes in the pan, and then drizzle the glaze on top.
Serve warm.