Preheat the oven to 350°F (175°C). Grease the 9-inch springform pan and line the bottom with parchment paper.

In a mixing bowl, combine the flour, granulated sugar, yeast, and salt. In another bowl, mix the warmed milk, melted butter, and egg.

Gradually add the milk mixture to the dry ingredients, and mix until a soft dough forms. Knead for about 5 minutes until smooth. Let the dough rise in a warm place for about 30 minutes, or until doubled in size.

Roll out the dough onto a floured surface to form a rectangle, about ¼ inch thick. Spread brown sugar and ground cinnamon over the dough, then roll it tightly into a log. Slice the log into 12 equal rolls.

Place the cinnamon rolls in the prepared springform pan, allowing some space in between for them to expand.

In another large bowl, beat the cream cheese, granulated sugar, and vanilla extract until creamy. Add the eggs one at a time, mixing well after each addition. Finally, add the sour cream and mix until smooth.

Pour the cheesecake mixture over the cinnamon rolls in the pan.

Bake in the preheated oven for 60 minutes or until the center is set and a slight jiggle remains.

Allow the cheesecake to cool at room temperature for 1 hour before refrigerating for at least 4 hours or overnight for better flavor.

To prepare the topping, whisk together powdered sugar, milk, and vanilla extract until smooth. Drizzle over the chilled cheesecake before serving.