In a mixing bowl, combine flour, yeast, sugar, and salt. Mix well.

Add warm milk, melted butter, and egg. Mix until a dough forms.

Knead the dough on a floured surface for about 5 minutes until smooth.

Place the dough in a greased bowl, cover, and let rise for 1 hour.

In a bowl, mix brown sugar and cinnamon.

Stir in the crushed cookies until well combined.

Preheat the oven to 350°F (175°C).

Roll out the dough on a floured surface into a rectangle.

Spread the filling evenly over the dough.

Roll the dough tightly and cut into 8 equal pieces.

Place the rolls in a greased baking dish and let rise for 30 minutes.

Bake the rolls in the preheated oven for 25 minutes until golden brown.

While baking, prepare the frosting by mixing cream cheese, butter, powdered sugar, and vanilla until smooth.

Once the rolls are baked, let them cool slightly and then spread the frosting on top.