Start by mixing the bread flour, sugar, salt, butter, and yeast. Knead until smooth and elastic. Let the dough rest until it doubles in size.
Roll the dough into a rectangle, spread the cinnamon-sugar filling evenly, then roll it tightly into a log. This ensures every bite has a perfect swirl of flavor.
Cut the log into even rolls and place them in a greased dish. Pour heavy cream in the bottom, let the rolls rise until puffy, then bake until golden.
Once baked, poke holes in the rolls and pour the three-milk mixture slowly. Allow the rolls to absorb the liquid for full flavor and moisture.
After soaking, spread cream cheese icing on top. Let it set for a few minutes, then serve while soft and indulgent.