In a small bowl, mix warm milk, sugar, and yeast. Let it sit for about 5-10 minutes until it becomes frothy.

In a large mixing bowl, combine the melted butter, egg, and the yeast mixture. Stir well.

Gradually add in the flour and salt, mixing until a soft dough forms.

Knead the dough on a floured surface for about 5 minutes until smooth and elastic.

Place the dough in a greased bowl, cover with a damp cloth, and let it rise in a warm spot for about an hour, or until it doubles in size.

In a small bowl, mix together brown sugar, cinnamon, and chopped walnuts.

Once the dough has risen, punch it down gently and roll it out into a rectangle on a floured surface.

Spread softened butter on the dough, then sprinkle the filling mixture over the top.

Starting from one long side, roll the dough tightly into a log. Cut the log into 12 pieces.

Place the rolls in a greased baking dish, cover, and let rise for about 30 minutes.

Preheat your oven to 375°F and bake the rolls for 25-30 minutes, or until golden brown.

While the rolls are baking, mix together the cream cheese, softened butter, powdered sugar, and vanilla. Add milk until you reach your desired creamy consistency.

Once the rolls are out of the oven and slightly cooled, spread the frosting over the top.