Begin by creaming ½ cup softened unsalted butter with ½ cup granulated sugar and ½ cup brown sugar in a mixing bowl. Beat until light and fluffy, about 2-3 minutes. Add in 1 teaspoon vanilla extract, then mix in 1 ½ cups all-purpose flour, 1 teaspoon baking soda, and ½ teaspoon salt into the wet mixture. Gradually add 2-4 tablespoons of milk, stirring until a soft dough forms.

Transfer cookie dough onto a sheet of parchment paper and flatten it into a rectangle, about 10x14 inches wide. Place the rectangle in the refrigerator for 15-20 minutes.

Prepare the cinnamon filling by mixing 2 tablespoons softened butter with 3 tablespoons ground cinnamon and 2 tablespoons sugar in a bowl. Set aside.

After chilling, spread the cinnamon mixture evenly over the dough, leaving a small border around the edges. Tightly roll the dough into a log, ensuring filling stays inside. Wrap in plastic wrap and refrigerate for 30-45 minutes.

Preheat your oven to 350°F (175°C). Remove the log from the refrigerator and slice it into rounds about ½ inch thick. Bake for 10-12 minutes until lightly golden.

Transfer cookies to a wire rack to cool for 5-10 minutes. For the glaze, whisk together 4 oz cream cheese, 1 cup powdered sugar, and a splash of milk until smooth. Drizzle over cooled cookies.