In a microwave safe jug, combine milk and butter and heat on high for 30 seconds, then remove and stir.
Continue heating for another 30 second, remove and stir until the butter is melted.
Leave to cool slightly.
In a bowl, mix together 3 cups flour, sugar and salt.
Pour the warm milk mixture into a stand mixer bowl, sprinkle the yeast and stir to combine with a spatula.
Add in the flour mixture and egg. With a dough hook attachment on, beat on medium-low speed until combined.
Pour in a quarter of the remaining flour and continue beating on low speed. Then pour in the rest of the flour, beat until a dough forms and continue beating for 5 minutes.
Remove the dough hook, cover with a damp towel and leave to rest for 10 minutes.
Turn the dough out onto a lightly floured surface. With a floured rolling pin, roll the dough into a large rectangle.
Cut the dough edges with a pizza cutter into a perfect rectangle.
With a spoon, spread the Nutella evenly over the rolled dough, leaving a 1/4-inch border around.
From the bottom, gently and tightly roll up the dough. Cut into 12 equal pieces.
Place each of the cut rolls into a greased baking dish. Cover with a damp towel, and leave in a warm place to rise for 25 minutes.
Make the cream cheese frosting. In a stand mixer bowl, beat cream cheese until creamy. Add in the icing sugar and milk, continue beating until combined. Spoon into a ziplock bag, snip off the tip with a scissor.
Preheat the oven to 170C.
Uncover the rolls. Pipe the frosting on top all the rolls. Bake for 15-20 minutes until golden and cooked through.
Leave to cool slightly on a wire rack for 5 minutes. Serve.