Heat the milk and butter in a small sauce pan over medium heat until it melt (this can also be done in the microwave). Remove the pan from the heat and set aside until the mixture is lukewarm. If it separates, give it a little stir.In the bowl of a stand mixer fitted with a paddle, mix together the water, yeast, sugar, egg and yolks, and vanilla until well mixed. Add the salt, milk mixture and 2 cups of the flour, and mix at medium speed until thoroughly blended, about 1 minute.Switch to the dough hook and add the remaining 2 cups of flour, and knead at medium speed until the dough is smooth and clears the sides of the bowl, about 10 minutes. If dough is not clearing the sides, add a tablespoon or two of flour.Scrape the dough onto a lightly floured work surface and shape the dough into a round. Place it in a large bowl that is very lightly oiled (either using non-stick spray or canola oil on a paper towel) and cover the bowl with plastic wrap. Leave in a warm, draft-free spot until doubled in bulk, 1½ to 2 hours.While the dough rises, combine all of the icing ingredients* in the bowl of a standing mixer (or using a hand mixer) and blend together at low speed until roughly combined, about 1 minute. Increase speed to high and mix until the icing is uniformly smooth and free of cream cheese lumps, about 2 minutes. Transfer icing to a small bowl and refrigerate.After the dough has doubled in size, punch it down and turn it out onto a lightly floured work surface. Using a rolling pin, shape the dough into a 16 by 12-inch rectangle with the long side facing you.Mix together the filling ingredients in a small bowl and sprinkle the filling evenly over the dough, leaving a ½-inch border at the edge farthest away from you.Beginning with the long edge closest to you, use both hands to roll the dough, pinching it with your fingertips as you go. (Some of the filling may sprinkle out the ends, don't worry!) Moisten the top border (where you left that ½-inch space) with water and seal the roll. Lightly dust the roll with flour and press on the ends if necessary to make a uniform 16-inch cylinder.Grease a 13 by 9-inch baking dish. Place a piece of dental floss under the rolled dough, 1 inch from the end. Bring the floss up around the dough and cross it over the top, cutting through the dough and filling. Repeat at 1-inch intervals. Place the rolls, cut-side up, evenly in the prepared baking dish. Cover with plastic wrap and place in a warm, draft-free spot until doubled in bulk, 1½ to 2 hours.When the rolls are almost fully risen, adjust an oven rack to the middle position and heat the oven to 350° F. Bake the rolls until they are very light golden, about 25 to 30 minutes.Cool in the pan for 5 minutes. Very carefully, holding the baking dish by the handles, invert rolls onto a wire rack to cool for 5 more minutes. Turn the rolls upright on a large serving plate. Transfer icing to an icing bag, or use a spatula, to spread the icing on the cinnamon rolls. Serve immediately.