1 Let rolls rise in a warm place until doubled, about 45 minutes. 2  Preheat oven to 350 degrees F (175 degrees C). 3  Bake rolls in preheated oven until browned, 15 to 20 minutes. 4  Stir together cream cheese, 1/4 cup softened butter, confectioners' sugar, vanilla extract, and 1 1/2 teaspoons milk. Preheat oven to 350 degrees F (175 degrees C). 2  Bake rolls in preheated oven until browned, 15 to 20 minutes. 3  Stir together cream cheese, 1/4 cup softened butter, confectioners' sugar, vanilla extract, and 1 1/2 teaspoons milk.