Activate yeast. In a large bowl, whisk warm milk, yeast, and 1 tablespoon of the sugar. Let sit 5 to 10 minutes until foamy.
Mix the dough. Whisk in remaining sugar, egg, egg yolk, melted butter, and vanilla. Add flour and salt. Stir until a shaggy dough forms, then knead 6 to 8 minutes (by hand or mixer) until smooth and elastic. Add a little flour only if very sticky.
First rise. Place dough in a lightly greased bowl, cover, and let rise 60 to 75 minutes until doubled.
Make filling. In a bowl, mix sugar, lemon zest, cornstarch, and salt. (Rubbing zest into sugar with your fingers makes it extra fragrant.)
Roll out. Punch down dough and roll into a 12x18 inch rectangle on a lightly floured surface.
Fill. Spread softened butter over the dough. Sprinkle lemon sugar evenly, then drizzle lemon juice over the top.
Shape. Roll tightly from the long side into a log. Cut into 12 rolls. Place in a greased 9x13 inch pan.
Second rise. Cover and let rise 30 to 40 minutes until puffy.
Bake. Heat oven to 350F. Bake 20 to 24 minutes until lightly golden and cooked through.
Glaze. Beat cream cheese and butter until smooth. Add powdered sugar, zest, lemon juice, and vanilla. Spread over warm rolls and serve.
