Dissolve the yeast in milk and add in the rest of the ingredients, stirring thoroughly until you achieve the desired consistency (add additional flour if dough is still sticky). Knead the dough for 15 to 20 minutes or until smooth and elastic.
Transfer the dough to a bowl greased with vegetable oil shortening or butter. Cover with a damp towel or plastic wrap then allow to rise for 1 hour or until the dough has doubled in size.
Once the dough has doubled in size, transfer to a flat surface. Divide it into 3 then let rest for 30 minutes.
Roll out each third of the dough into a rectangle. On one rectangle, evenly spread the filling mixture then gently top with another rectangle. Repeat this step until you have 3 layers.
Cut out the dough into strips. Transfer each strip to a baking sheet while gently twisting it.
Cover with a damp towel or plastic wrap for 1-2 hours or until doubled in size.
Bake in a preheated oven for 12-15 minutes.
Serve or glaze with the cream cheese mixture.