How to Make It
Heat first 3 ingredients and 1/2 cup sugar in a small saucepan over medium-low heat, stirring occasionally, until butter melts. Cool to 100 to 110°.
Combine yeast, warm water, and remaining 1 tsp. sugar in a large bowl; let stand 5 minutes. Stir in sour cream mixture and eggs; gradually add bread flour, beating at low speed with an electric mixer. (Dough will be soft.) Cover and chill 8 to 24 hours.
Divide dough into 4 portions. Turn out each portion onto a heavily floured surface, and knead 4 or 5 times.
For Cream Cheese Filling: Beat cream cheese, sugar, egg, and vanilla extract together at medium speed with an electric mixer until smooth.
Roll each portion into a 12- x 8-inch rectangle, and spread each rectangle with one-fourth of Cream Cheese Filling, leaving a 1-inch border. Carefully roll up, starting at 1 long side; press seam, and fold ends under to seal. Place 2 loaves, seam side down, on each of 2 parchment paper-lined baking sheets. Make 6 cuts across each loaf; cover with plastic wrap.
Let loaves rise in a warm place (80° to 85°), free from drafts, 1 hour or until doubled in bulk.
Preheat oven to 375°. Bake 2 loaves at a time 15 minutes or until golden brown. (Refrigerate remaining loaves while first batch is baking.) Drizzle warm loaves with Powdered Sugar Glaze.
For Powdered Sugar Glaze: Stir together powdered sugar, milk, and vanilla extract.