Warm buttermilk to 110-115°F and transfer to a large mixing bowl. Sprinkle yeast over the milk, then add sugar. Let the mixture foam for 5 minutes. If it doesn't foam, discard and start again with fresh yeast. Once foamy, add melted butter, egg, and egg yolk. Whisk until well combined.
Sift the flour and salt to the wet ingredients. Stir with a wooden spoon until a thick dough forms and becomes hard to stir. The dough will be sticky, which is fine.
Turn the dough onto a lightly floured surface. Knead for 7-10 minutes until smooth and elastic. If too sticky, add flour 1 tablespoon at a time until it becomes a smooth ball. Gently press your finger into the dough. The indention you make with your finger should spring back a bit. Alternatively, you can place the dough hook on a stand mixer and knead the dough for about 7-8 minutes, adding more flour by the tablespoon if it's too sticky.
Grease a large bowl with oil, then place the dough ball inside. Cover the bowl with plastic wrap and place a warm tea towel on top. Let rise in a warm place for 1 to 1 ½ hours, or until doubled in size. I typically use my oven and turn the oven light on to make my own proofing station.
While the dough rises, make the filling by combining brown sugar, cinnamon, vanilla, and orange zest in a small bowl.
Once dough has risen, punch it down to release air. Turn it out onto a floured surface and roll it into a 20x16-inch rectangle, about ¼ inch thick.
Spread softened butter evenly over the dough. Sprinkle the cinnamon-sugar mixture over the butter, pressing it in slightly with your fingers.
Starting from the long side, tightly roll the dough and pinch the seam to seal. Use a sharp knife or unflavored dental floss to cut into 12 equal pieces (about 1.67 inches each). Place the rolls in a parchment-lined 9x13-inch dish.
Cover the dish with plastic wrap and a warm towel and let the rolls rise for 30-45 minutes until nearly doubled in size.
Once the rolls have risen, add the warm heavy cream on top of each roll. It will fall to the bottom of the pan and absorb in the rolls as they bake.
Preheat the oven to 350°F. Bake the rolls for 25-30 minutes until golden brown. Let cool for 10 minutes.
In the meantime, prepare the icing by beating the cream cheese, vanilla extract, butter, and powdered sugar in a mixing bowl until fluffy and smooth
Spread the cream cheese cing over the warm rolls and enjoy!