In a mixing bowl, add Milk (1 1/4 cup), heated to about 120 degrees F (50 degrees C). Sprinkle in Active Dry Yeast (2 1/2 teaspoon) and mix lightly with a spoon. Let sit for 5-10 minutes, or until foamy.
Add Butter (1/4 cup), Large Egg (1) and Caster Sugar (1/4 cup). Whisk until all combined.
Add All-Purpose Flour (3 3/4 cup) and Salt (1 1/2 teaspoon). Mix with a spoon until there is no wet butter.
Using your hands, mix until the dough comes together.
Transfer to a flour surface. Knead dough for 10-15 minutes, or until smooth.
Form dough into a ball and place in a bowl greased with oil. Coat the top and bottom of the dough with oil. Cover with plastic wrap and a dish towel. Place somewhere warm and let rise for 1 1/2-3 hours.
Once the dough has risen, in a separate bowl add Caster Sugar (3/4 cup), the zest of 3 Lemon (3) and Vanilla Bean Paste (1/2 teaspoon). Mix with spoon until combined.
Place risen dough onto a flour surface and roll it out to a 14 or 16-inch rectangle.
Using a spoon, spread Butter (1/4 cup) evenly across dough. Sprinkle the sugar, lemon and vanilla mixture on top.
Roll the dough up and cut it into 14-16 individual rolls.
Place them into a 13-inch rectangular baking pan. Cover and let rise for 45 minutes.
After rolls have risen, bake at 350 degrees F (180 degrees C) for 30 minutes.
Meanwhile, make the glaze. In a mixing bowl, whisk Cream Cheese (4 ounce) until smooth. Add Powdered Confectioners Sugar (1 cup) and zest of 1 lemon and juice of 2 Lemon (1). Whisk together until smooth. Set aside.
Spread lemon glaze on top of rolls while still warm.