Preheat oven to 350°F (175°C). Grease a 9x13 inch baking dish lightly with butter or cooking spray.
Cut a deep X into the top of each Hawaiian roll, keeping the rolls attached to each other. Place them in the baking dish.
Mix the melted butter, brown sugar, cinnamon, and vanilla in a small bowl until combined.
Spread the mixture into the cuts and over the tops of the rolls, ensuring it gets deep inside.
Pour the heavy cream evenly between the rolls and around the edges.
Cover with foil and bake for 15 minutes. Remove foil and bake for an additional 5-7 minutes until tops are golden.
Whisk the cream cheese, powdered sugar, and a splash of milk until smooth while rolls are baking.
Frost the rolls immediately after removing from the oven. Serve warm.
