Make the Dough: In a large mixing bowl, whisk together 3½ cups flour, instant rapid-rise yeast, sugar, and salt.
In a saucepan, gently warm the milk and melted butter until just warm (not hot to the touch). Ideal temperature: 100–115°F / 38–46°C.
Pour the warm milk mixture into the dry ingredients. Add the lightly beaten egg and mix until a soft dough forms.
Transfer the dough to a floured surface and knead for 3–5 minutes, until smooth and elastic. Place the dough in a lightly oiled bowl, cover, and let rise in a warm (turned-off) oven for 30 minutes, or until doubled in size.
Shape the Rolls: Roll the dough into a 19 × 13-inch (48 × 33 cm) rectangle.
Brush with melted butter. Mix brown sugar, cinnamon, and nuts in a bowl and sprinkle evenly over the dough.
Roll into a log from the long side and slice into 2-inch rolls.
Place in a greased 9 × 13-inch baking dish. Cover and let rise in a warm oven for 30 minutes.
Bake: Preheat oven to 350°F (175°C).
Bake rolls for 25–30 minutes, or until lightly golden. Let cool slightly.
Make the Glaze: Beat together cream cheese, melted butter, milk, and vanilla until smooth.
Add confectioners’ sugar and mix until creamy.
Finish: Spread the glaze over warm rolls and serve immediately.