Slowly melt the cheeses in a large nonstick pan (or microwave oven)
Whisk dry ingredients together.
Stir the egg and vanilla into the melted cheese, and stir until completely incorporated
Mix the flour and cheese mixture together until smooth.
Divide into 6 balls, or one log approx 9" wide (this depends on the size of your parchment paper, and workspace. These are going to end up being 2" or 12" wide.
Sandwich the dough between 2 sheets of parchment paper, and roll the balls into 2" wide by 12" long strips, or 12" x 12" for the sheet.
Brush a generous layer of cinnamon filling onto the rolled-out dough, then using a silicone scraper or spatula, carefully roll into a puck. If you rolled out the entire sheet, cut it into 6 even parts, 2" wide.
Line a muffin tray with pouches of parchment paper, and place each cinnamon roll in each, or lay them out on a silicone lined baking sheet if you want mini roll that are 1" tall.
Bake in 350F pre-heated oven for 20-25 minutes (until tops have browned), or 15-20 for mini rolls.
Let cool on a rack for at least 10 minutes before icing, or the icing will run off.
Thoroughly mix the icing you're using, and either pipe or slowly pour it over the cinnamon buns. If you're using the cream cheese icing, you might want to heat it up a little in a non-stick pan on low heat (or in a microwave oven). Before you put anything into the piping bag, taste it first in case you want more sugar.