Preheat oven to 350 degrees.
Melt the butter. Combine in a medium bowl with room temperature milk, sugar and salt. Mixture should be warm but not hot (between 105-110 F if using thermometer) In a large bowl, combine the yeast with 2 cups of flour and yeast until well mixed.
Stir the butter mixture into the flour and yeast mixture. Add in the egg and mix until well combined.
Slowly add in the remaining 2 cups of flour about ½ cup at a time.You may not need to use all of the flour, the dough needs to pull away from the bowl easily. If dough is too sticky, continue to add 1 tablespoon of flour at a time until the right consistency.
Rest dough for 10 minutes.
Meanwhile, line a baking dish with parchment paper or grease well.
Sprinkle a cutting board or counter with flour and roll out the dough until about 12x16 inches. Spread softened butter over dough, being sure to go right to the edges leaving a 1-inch strip without butter on outer edges.
Next, spread the honey sugar filling across the buttered dough, leaving the 1-inch strip. Roll the dough into a tight, even log and seal the seam by pinching together.
Slice the rolls into 1 and ½ inch rounds and place into the baking dish. Cover the pan with a damp towel and set in a warm spot for 25 minutes until puffy (may need longer to rise depending on your yeast).
Place into oven and bake for 20-22 minutes until the tops are a light golden brown.
While rolls are baking, mix together the cream cheese and butter. Add in the vanilla and sugar (about ½ cup at a time) until well blended and smooth.
Once rolls are finished let cool slightly, and then frost well.