Heat the milk until it is lukewarm. Bloom your yeast by mixing the active dry yeast, granulated white sugar, and the lukewarm milk together. Let it sit for 10 minutes or until foamy on top.
In a stand mixer with a whisk attachment, mix together the all purpose flour, spices, granulated sugar and salt.
Add in the whisked whole egg and egg yolk, butter, molasses and vanilla and mix.
Add in the milk and yeast mixture and mix until everything is blended. Switch to a dough hook and knead for 5-7 minutes on medium speed until the dough pulls away from the edges of the bowl, forms a ball and springs back when pressed.
Form the dough into a ball and place in a large, greased bowl. (Works best with floured hands). Cover with plastic wrap and place in a warm place to proof for 1 to 1 ½ hours, or until the dough doubles in size.
For the Gingerbread Filling
While the dough rises, make the filling by mixing the butter, brown sugar, molasses, spices and a pinch of salt together in a small bowl.
Assembling and Baking the Cinnamon Rolls
Grease a 9×13″ casserole dish and set aside.
Once the dough has had a chance to rise, remove from the bowl, press down on the dough to release the air, and roll out on a floured surface. Roll the dough into a large rectangle, about 18 x 12″. It should be about 1/4″ thick.
Next, spoon the prepared filling over the dough and spread it evenly with an offset spatula.
Roll the dough tightly into a long log shape starting with the end closest to you. Cut off the ends, then cut 12 rolls about 1 1/2 inches wide. (Unflavored floss works really well for this.)
Place the rolls in the prepared casserole dish. Pour eggnog in between each roll, (optional).
Loosely cover them with greased plastic wrap and let them proof in a warm place for about an hour, or until they have doubled in size.
Preheat the oven to 350° F about 15 minutes before the rolls are done proofing.
Once the rolls have proofed, bake for 20-25 minutes, or until golden brown.
For the Eggnog Cream Cheese Frosting
While the rolls bake, make the frosting. Add the cream cheese and powdered sugar to a medium sized bowl. Mix with an electric mixer until smooth.
Add in the eggnog and nutmeg and mix until smooth.
When the rolls are done baking, remove them from the oven and let them cool for 5 minutes.
Cover each roll with eggnog cream cheese frosting and serve!