In a stand mixer with the paddle attachment mix together sugar, yeast, salt, and half (2 cups) of the flour.
Add the milk and butter in a separate microwave safe bowl and heat about 30 seconds, until butter is mostly melted. It should just be warm not hot so that it doesn't kill the yeast. If too hot let it cool and then add to the dry mixture.
Add the egg and beat on low gradually increasing the speed until the ingredients are combined.
Switch the paddle for the hook attachment and add a cup of flour, mixing until it is combined. Once it's combined, add the last cup of flour, mixing until the dough forms a ball.
Knead the dough out on a floured surface for about 10 minutes, or until the dough stretches between your fingers and doesn't break.
Transfer the dough to an oiled bowl and cover with a tea towel. Put it in a warm place and let it rise for an hour, or until the dough has doubled in size.
While the dough rises, start on the filling. Combine the brown sugar and cinnamon, and nutmeg and set aside.
Once the dough has risen, roll it out on a floured surface into a rectangle that's about 12 x 18 inches.
Spread the butter until it reaches all edges of the dough and sprinkle the cinnamon sugar mixture on top. Lightly press it down so that it sticks to the butter.
Starting on the long end, roll the dough into a tight roll, sealing the bottom edge by pinching the dough together.
Use thread (or floss) or a really sharp knife to cut the dough into even rolls. Place them in a parchment lined baking dish, cover with a tea towel, and let them rise for an hour.
Once they have puffed up, cook for about 30 minutes or until they're golden brown at 350℉.
While the cinnamon rolls cool, make the frosting. Using a mixer (stand or handheld), combine the cream cheese, milk, powdered sugar, butter, vanilla extract, and salt. Start with less powdered sugar and gradually add depending on how sweet you want it! Once there are no clumps, spread on cinnamon rolls and enjoy!