Combine flour, sugar, yeast, and salt. Add warm milk, egg, and butter. Knead until smooth and elastic.
Cover and let rise in a warm place until puffy and approximately doubled, about 1–1½ hours.
Mix all almond filling ingredients until smooth and spreadable.
Roll dough into a large rectangle and spread the almond filling evenly over it.
Roll tightly into a log from the long side.
Slice into 10–12 equal rolls.
Place into a greased or parchment-lined baking dish. Cover and proof for 30–45 minutes.
Preheat oven to 350°F (175°C).
Bake until golden brown and cooked through, approximately 20–30 minutes depending on roll size.
Beat cream cheese and butter until smooth. Add powdered sugar, vanilla, almond extract, and salt. Add milk or cream if needed.
Let the rolls cool for a few minutes, then spread generously with the almond cream cheese frosting.
Optional: finish with toasted sliced almonds and powdered sugar.
