Start by combining the yeast and warm milk in a large bowl or the bowl of a stand mixer. The milk should be just warm to the touch but not hot. Let bloom for 5 minutes - it should look 'bubbly'.
Add in the egg and egg yolk, butter and sugar. Mix to combine. Add about 3/4 of the flour and bring together to form a dough (either using your hands/dough hook attachment). At this stage, gradually add the remaining flour until a smooth dough forms. Knead for 8-10 minutes. Spray the bowl with some oil and let rise in a warm place for an hour (until doubled in size).
Once doubled in size, punch down and tip onto lightly floured surface. Use a rolling pin to roll to about 15x8 inches. Spread jam over this, leaving space at the top.
Starting with the long side, roll the dough away from you to form a tight log. Use either a serrated knife or dental floss to cut about 9 rolls. Place into a 11inch round dish, or 9x9inch square dish.
Let rest a further 30 minutes. Preheat the oven to 200C/180C Fan/Gas 6. Bake the tray of cinnamon rolls for about 20 minutes: until golden brown. Remove and let cool.
Once cool, mix together the cream cheese and icing sugar. Spread over the rolls and serve!
