In a small bowl, combine the warm milk, active dry yeast, and granulated sugar. Stir gently and let it sit for about 5-10 minutes until bubbly.

In a large mixing bowl, whisk together the yeast mixture, eggs, softened butter, granulated sugar, and salt. Gradually stir in flour until a shaggy dough forms.

Transfer the shaggy dough onto a floured surface and knead for 10-12 minutes until smooth and elastic. Let it rise in a greased bowl for 1.5 hours.

After the dough has risen, punch it down gently and roll it into a 20x10 inches rectangle.

Spread ube halaya evenly over the dough. Sprinkle brown sugar and Saigon cinnamon on top.

Starting from one end, tightly roll the dough into a log shape and slice it into 10-12 equal pieces.

Place the sliced rolls in a greased baking pan and let them rise for 30-60 minutes.

Preheat the oven to 325°F. Pour warm heavy cream over the risen rolls before baking.

Bake for 30-35 minutes until golden brown and the internal temperature reaches 180-190°F.

For frosting, blend softened cream cheese and butter until creamy. Gradually mix in confectioners' sugar and vanilla until smooth.

Spread the cream cheese frosting over warm rolls before serving.