Prepare the Dough: In the large bowl of a stand mixer, combine the lukewarm milk, yeast, egg, sugar, lemon zest, melted butter, and salt. Whisk it together by hand until it gets foamy. This mixture creates the foundation for your soft, flavorful dough with the yeast beginning to activate in the warm milk.
Knead the Dough: Add the flour then use the stand mixer with a dough hook attachment to knead the dough for 3 minutes. If you don't have a stand mixer, use a spatula to mix until a dough forms, then turn the dough out onto a floured surface and knead by hand for 5 minutes. The dough should feel slightly tacky but not sticky - add flour a tablespoon at a time if needed, being careful not to add too much.
First Rise: Lightly oil a bowl, place the dough in it and coat it lightly with the oil. Cover the bowl with plastic wrap and leave it in a warm spot to rise until it doubles in size, about an hour depending on the temperature. This rise allows the yeast to create air pockets, resulting in a fluffy texture.
Shape the Dough: Once risen, turn the dough out onto a lightly floured surface. With a floured rolling pin, roll the dough into a large rectangle, roughly 16 inches by 12 inches, creating an even canvas for your filling.
Prepare the Filling: Combine the sugar and lemon zest in a bowl and mix well, allowing the oils from the zest to infuse the sugar with intense lemon flavor. Dot the soft butter all over the dough then spread it into an even layer across the entire surface. Evenly sprinkle the lemon-sugar mixture on top of the butter.
Form the Rolls: Starting with the long side facing you, tightly roll the dough rectangle into a long log shape. Pinch the seam closed with your fingers. Cut the log in half, then slice each half into 6 equal pieces for a total of 12 rolls. A tight roll ensures your swirls stay intact during baking.
Second Rise: Grease a 9"x13" baking dish with 1 tablespoon of melted butter. Place the rolls in the dish, leaving a little space between each one. Cover with plastic wrap and let rise in a warm place until puffy and touching, about 45-60 minutes. This second rise creates additional volume and tenderness.
Bake the Rolls: Preheat your oven to 350°F. Once the rolls have puffed up, remove the plastic wrap and brush them with one tablespoon of melted butter. Bake for 28 to 30 minutes, until golden brown. If they brown too quickly, tent with foil to prevent burning.
Make the Glaze: In a large mixing bowl, beat together the cream cheese and soft butter until combined. Add the powdered sugar, salt, and lemon juice, and beat until smooth and pourable. Adjust consistency by adding more lemon juice for a thinner glaze or more powdered sugar for a thicker one.
Finish and Serve: While the rolls are still warm in the dish, drizzle the glaze over them. Garnish with lemon slices and additional lemon zest for a beautiful presentation and extra citrus flavor. Serve immediately while warm for the best experience.