Place warm milk into large bowl and whisk in sugar until dissolved. The milk should be between 120 and 130F (49 to 54C); hot milk will kill the yeast and cold milk won’t activate it properly.
Sprinkle the yeast over the warm milk and let it dissolve and proof for 5 minutes. Whisk in the eggs, butter and salt next. Gradually begin adding in the flour. When a dough ball forms, turn it out onto a lightly floured work surface and knead it gently to make soft dough. Adjust the flour as needed, add all 4 cups if the dough is still sticky. Place the dough into a greased bowl, covered it with a kitchen towel and let it proof for 45 to 60 minutes, or until doubled in size.
Preheat the oven to 350F. Line a large, rectangle baking dish (I used a 13x9-inch pan) with parchment paper and spray the sides with a non-stick spray. If you would like to add nuts to the cinnamon rolls, sprinkle them on the bottom of the pan.
Shaping & Baking the Rolls:
Roll the dough out on a lightly floured surface into large rectangle. Spread the melted 1/3 cup butter over the dough to the edges. Combine the brown sugar, cinnamon and nutmeg in a small bowl. Sprinkle the mixture over the butter and work it in with hands (can add chopped nuts at this stage, if desired). Gently roll the dough to form a log. Using un-flavored dental floss or a sharp knife, section the log into 1 1/2-inch thick rolls.
Place the cut rolls into the prepared pan. Cover the pan with a clean kitchen towel and let the rolls proof until they're doubled in size, about 30 to 45 minutes. I placed mine next to my preheated oven to speed up the process.
Bake in the preheated oven for 10 minutes, then take the rolls out and pour several tablespoons of heavy cream over each roll. Return the cinnamon rolls to the oven and continue baking the rolls for an additional 22 to 25 minutes, until they are a deep golden brown on top.
Cream Cheese Icing:
Meanwhile, prepare the frosting. Whisk together the cream cheese, butter, vanilla, 2 tablespoons half-and-half and salt in small bowl. Add the confectioner’s sugar next and mix again. Adjust the frosting consistency by adding milk; add several more tablespoons for a thinner icing.
Spread the frosting over warm rolls and let the rolls cool slightly before serving. Keep rolls covered and refrigerated when not serving. Best when reheated in oven.