Mix the sugar and butter together in a stand mixer with a dough hook on slow speed.
Slowly pour the milk into the mixer and add the yeast and eggs.
Mix for a few minutes then add flour and salt then leave on low for 10 minutes.
Set the dough aside to rise for 60 minutes or until doubled in size.
Making the Cinnamon Rolls
Prepare the filling by mixing the brown sugar, butter, cinnamon, and cayenne pepper together (microwave for 20 seconds if needed to soften).
Roll the dough into a rectangle and spread the spicy cinnamon mixture gently over top.
Start to roll along the long edge and create a long cylinder shape ready to cut into rolls.
Grease a large, deep baking tray.
Use a sharp knife to cut the rolled-up dough into slices around 1 inch in thickness then place them into the greased tray leaving a little space between each one to allow for rising.
Set aside for 1 hour to rise.
Baking the Cinnamon Rolls
Preheat oven to 350 degrees Fahrenheit then bake the rolls for 20-25 minutes or until turning golden brown.
Meanwhile, combine the creamed cheese, butter, powdered sugar, and vanilla in a small bowl until smooth and creamy.
Remove the cinnamon rolls from the oven and smother with the cream cheese topping while still hot.