Beat softened cream cheese with egg, vanilla, and sugar until smooth and creamy. Set aside.
Melt butter in a small bowl. Use 1 tablespoon to brush onto a 9"x13" baking sheet or pan.
Add brown sugar and cinnamon to the remaining melted butter and mix. Set aside.
Cut a square in the center of each roll, taking care NOT to cut all the way through to the bottom of the roll. Pull out the center of each roll. Use your thumb to gently press down inside each roll to make space for the cheesecake filling.
Brush rolls with melted butter/cinnamon mixture. Cover the top, side, and inside of each roll. Pour any leftover mixture over rolls.
Spoon cream cheese mixture into a plastic bag. Cut the corner and pipe the mixture into each roll. The cream cheese will settle as it bakes, so fill completely to the top.
Bake for 12-15 minutes. Tops should be lightly golden.Serve warm.
Video
Notes
Rolls are best served warm. Store cooled rolls in an airtight container in the refrigerator for up to 3 days.