Activate the yeast: In a small bowl, mix the warm milk, sugar, and yeast. Let it sit for about 5-10 minutes until the yeast becomes foamy.
In a large mixing bowl, combine the flour and salt. Add the yeast mixture, melted butter, and egg to the flour mixture.
Mix the ingredients together until a dough forms. Knead the dough on a lightly floured surface for about 5-7 minutes until it’s smooth and elastic.
Place the dough in a greased bowl, cover with a clean towel, and let it rise in a warm place for about 1 hour or until doubled in size.
Step 2: Prepare the Cheesecake Filling
While the dough is rising, make the cheesecake filling. In a medium bowl, beat the softened cream cheese, sugar, and vanilla extract until smooth and creamy. Set aside.
Step 3: Prepare the Strawberry Filling
In a small saucepan, combine the diced strawberries, sugar, and cornstarch. Cook over medium heat for about 5 minutes, stirring frequently, until the mixture thickens and the strawberries release their juices. Remove from heat and let cool.
Step 4: Assemble the Rolls
Once the dough has doubled in size, punch it down and roll it out on a floured surface into a rectangle, about 12×18 inches.
Spread the cheesecake filling evenly over the dough, leaving a small border around the edges.
Spoon the cooled strawberry filling on top of the cheesecake layer.
Starting from the long side, carefully roll up the dough into a log. Pinch the seams to seal the roll, then cut into 12 even slices.