In a medium bowl, mix together the dry ingredients - the flour, sugar, yeast and salt.
In a microwave safe, measuring cup, heat the milk (start with 1/3 cup = 2 tbsp) and butter until it reaches 110-120 degrees F. You don’t want it hotter than that or it will kill the yeast. Add the mixture into the bowl, along with the egg. Stir until well mixed and the dough is soft, and pretty sticky.
Turn the dough out onto a lightly floured surface and knead for 3-4 minutes, until it just comes together. Don't knead too long, or they won't be as fluffy! Spray the bowl that it was in with cooking spray and place it back inside to let it rest for 10 minutes.
Once the dough has rested, roll it on a lightly floured surface to a 14x8 inch rectangle. Spread the butter from the filling all over it.
In a small bowl, mix together the coconut sugar and cinnamon. Spread all over the dough using your fingers to really rub it in.
TIGHTLY roll the dough up and cut into 8 buns. You can use a very sharp knife or, my favorite, dental floss. Just slide the floss under the dough, and then cross each side over top of each other at the top of the roll and pull down to make a smooth slice.
Spray the mesh basket of your air fryer with cooking spray and place the rolls inside. Heat your air fryer to "keep warm." Cover lightly with tinfoil and let the buns rise in the heated oven for 90 minutes.
Once risen, remove the tinfoil and turn the air fryer to 350 degrees. Bake the rolls uncovered or 7-8 minutes, until lightly golden brown. Then, lightly cover with tinfoil to prevent too much browning, and bake for an additional 2-3 minutes.
While the buns bake, whisk together the softened cream cheese, vanilla, powdered sugar and milk until smooth.
Pour the glaze over the buns and serve immediately!
*As with all baking, please weigh your flour to ensure results.