Mix warm milk, active dry yeast, and granulated sugar in a bowl. Let sit for about 10 minutes until bubbly and foamy.

Combine all-purpose flour, salt, and remaining sugar in a mixing bowl. Add eggs, vanilla extract, lemon zest, and softened butter. Knead for 7-10 minutes until smooth.

Shape the dough into a ball, place in a greased bowl, cover, and let rise for about 1-1.5 hours until doubled in size.

Mix softened butter, brown sugar, granulated sugar, lemon zest, lemon juice, and a pinch of salt in a bowl for the filling.

Punch down the risen dough and roll it out into an 18x12-inch rectangle. Spread the filling evenly and roll tightly.

Cut the log into 12 equal pieces using dental floss or a sharp knife.

Arrange rolls in a greased baking dish, pour heavy cream around them, cover, and let rise for about an hour.

Preheat oven to 350°F (175°C). Bake rolls for 20-25 minutes until golden brown.

Beat softened butter and cream cheese until creamy. Gradually add powdered sugar, then mix in lemon zest and juice.

Let the rolls cool slightly, then spread cream cheese frosting on top before serving.