Combine room temperature coconut oil and dairy free milk in a large bowl and microwave them for about 1 minute. Use a thermometer to measure the temperature and ensure that they are between 105-110*F.
To the oil and milk, add the sugar and mix it in well so that all of the granules dissolve in the milk.
Sprinkle the package of yeast on top of the oil, milk, and sugar mixture. Cover the bowl with a towel and let it sit for 5-10 minutes, so that the yeast can activate.
In the meantime, combine the flour and salt together in a separate bowl.
Once the yeast has activated, start adding in the flour. Add just a little bit at a time (about 1 cup at a time) and mix well each time. Once all of the flour has been added and you've created your dough, cover the bowl of dough with a towel and leave it in a warm place for 45 minutes- 1 hour, until the dough has doubled in size. I turn on my oven to 100*F and leave the dough in there.
After the dough has doubled in size, take it out of the bowl. Sprinkle a clean surface with a little bit of flour and place the dough on top. Use a rolling pin to roll out the dough into a thin rectangle shape. (Sprinkle more flour on the dough as needed if it is too sticky).
Roll the dough as thin as you can get it (I rolled mine to about ¼ inch / ½ cm). Use a pastry brush or a spoon to spread the coconut oil/ butter to the rolled out dough. Next, sprinkle the sugar and the cinnamon on top.
Note: You can either add the filling this way, or melt the coconut oil in the microwave and mix it in a bowl with the sugar and cinnamon and spread it on the dough that way.
Next, start rolling the dough. Start rolling it from the short side of the dough. Roll as tightly as you can. Once you have rolled the whole dough, cut off the ends.
Use a piece of unscented dental floss (or a knife) to cut the roll into 12 evenly sized pieces. I used a ruler to measure mine ahead of time to make sure they are all the same size, but you can just ballpark it, if you want to skip that step.
Line a baking pan or a cookie tray with parchment paper and place the rolls on top. I used a baking tray and spaced out my rolls so that they were not touching, because I wanted to make sure that their shape stays in tact. They will get bigger in size when they bake, so I didn't want them to crowd each other.
You can do this, or you can place them in a baking tray where they are barely touching. This way also turns out delicious. The difference is that if you bake them while they are really close together in the pan, they will bake into one large pastry and the edges of each roll will be very soft.
Once you have lined the rolls on the baking tray or pan, cover them up with a towel and leave them on top of the oven (where it's warm) for 20-30 minutes. This is so the rolls can expand in size and fluff up some more. Use this time to preheat the oven to 350*F.
Place the rolls in the oven and bake them for 20-25 minutes. (Bake for an extra 5 minutes if your rolls are squished really close together).
Now it's time to create your frosting. Combine the cream cheese, powdered sugar, and vanilla into a bowl and whisk the ingredients together until they are well incorporated.
Once the rolls have cooled enough to eat, add a large dollop of frosting on each roll and dig in!