1 ) In a bowl, mix warm water and 1 tsp of the sugar, the yeast and let it sit for about 5 minutes.
2) In the bowl of a standing mixer fitted with a dough hook, mix the flour with egg, milk, salt,vanilla, sugar and melted butter and the yeast . Turn the speed up to medium and let it mix for about 5 to 7 minutes or until you have a smooth dough.
3)Place the dough in the oiled bowl and oil the top of the dough with a little vegetable oil. Cover and place it in a warm spot to rise for about 2 hours.
4) When doubled in size, punch the dough down and roll it out onto a floured surface into a rectangle. Spread the soft butter over the top and sprinkle the the sugar and lemon zest evenly over the butter. Starting from one of the long ends, tightly roll the dough into a long roll .Cut into 14 to 16 slices (make sure they are even) and place them cut side down in a well buttered baking pan. Cover and put them back into a warm spot to rise for another 1-2 hours.
5) Meanwhile preheat your oven to 350 degrees.
6) Once risen, brush them with some melted butter or egg wash and bake them for about 30 minutes or until golden brown.
6) While the lemon rolls cool, make the glaze. Mix all the ingredients for the glaze in a bowl except for the lemon juice, once the cream cheese is all mixed, slowly add the lemon juice until you get a runny glaze consistency.
7) now pour this over the rolls and enjoy!