Stir flour, sugar, yeast, baking powder and salt together in the bowl of a stand mixer. Add milk, butter and egg. Using the dough hook attachment, knead until a soft, sticky dough forms (about 5 minutes).
Stir all filling ingredients together in a small bowl to form a smooth paste.
Lightly grease and flour a large piece of baking paper. Sprinkle a little flour onto your hands, place dough on baking paper and pat out into a rectangle approximately 25cm x 40cm. Spread the filling on top, leaving a 1-2cm gap around the edges.
Starting from one of the long sides, roll the dough into a log, using the baking paper to guide the dough. Brush the edge with a little water to seal, if needed.
Use a sharp knife to slice into 12 scrolls. Place in the prepared muffin pans. Cover with a tea towel and leave in a warm place for 60 minutes, until almost doubled in size.
Meanwhile, preheat oven to 180ºC bake. When scrolls have risen, bake for 20 minutes, until golden brown. Cool in tins for 5 minutes, then transfer to a wire rack to cool for a further 15 minutes before icing and/or serving.
Place icing sugar, cream cheese, butter and vanilla in a medium-large bowl. Use a stand mixer or handheld electric mixer to beat until smooth. Spread onto cinnamon rolls.
Scrolls are best eaten fresh on the day they’re made. Any leftovers (un-iced) can be reheated in the oven - wrap in foil and bake until warm. Refrigerate icing separately and add just before serving. Scrolls can also be frozen.
Don’t have a stand mixer? Use a handheld electric beater with dough hook (or regular beater) attachment. It is best to avoid kneading the dough by hand - it is quite sticky, and adding extra flour during the kneading process can make the baked scrolls tough.
Scrolls will hold their shape better when baked in Texas muffin pans. If you don’t have these, place scrolls 2-3cm apart in a regular baking or roasting dish before rising and baking.