1-Proof yeast: Stir active dry yeast and a pinch of sugar into warm milk (110°F), wait 5-10 minutes until bubbly.
2-Mix dough: Add flour, salt, sugar, softened butter, room temperature egg, and lemon zest; knead 7-8 minutes by hand or 5 minutes with mixer until elastic and soft.
3-First rise: Cover dough in greased bowl and let double in a warm spot for 1-2 hours.
4-Roll dough: Roll into 12×18-inch rectangle on floured surface.
5-Spread filling: Spread thin layer of lemon curd or softened butter mixed with sugar and zest evenly.
6-Cut and shape: Cut into 12 strips, roll each tightly without gaps, place in greased 9×13-inch dish.
7-Second rise: Cover and let puff up for 30-45 minutes.
8-Egg wash: Brush tops with beaten egg for golden shine.
9-Bake: Bake at 350°F for 20-25 minutes until golden, cool slightly on rack.
10-Glaze: Beat cream cheese, powdered sugar, lemon juice, and zest until smooth, spread on warm rolls.