In a small bowl, combine the warm milk and yeast. Let it sit for about 5 minutes until frothy.

In a large mixing bowl, whisk together the flour, sugar, salt, and cinnamon.

In another bowl, beat the eggs, melted butter, and vanilla extract.

Add the yeast mixture and the wet ingredients to the dry ingredients. Mix until a dough forms, then knead on a floured surface for about 5 minutes.

Place the dough in a greased bowl, cover it with plastic wrap, and let it rise in a warm place for about 1 hour.

Once risen, roll the dough into a large rectangle. Spread the cream cheese filling evenly, then roll it up tightly.

Shape the rolled dough into a ring and pinch the ends together. Place it on a baking sheet lined with parchment paper.

Cover the ring with plastic wrap and let it rise again for about 30 minutes.

Preheat the oven to 350°F (175°C). Bake for about 25 minutes or until golden brown.

Let it cool, then prepare the icing with powdered sugar and milk, adding food coloring for decoration.