Warm milk in a saucepan, sprinkle yeast and let sit until foamy. Mix egg, melted butter, and yeast in a bowl, then add flour, sugar, and salt until sticky dough forms.

Transfer dough to oiled bowl, cover with towel, and let rise in warm place for 1 hour until doubled.

Prepare filling by mixing pistachio butter, brown sugar, and cinnamon in a bowl.

Roll out dough into a rectangle, spread filling evenly, roll tightly from long edge, and slice into 4-6 pieces.

Arrange rolls in greased baking dish, cover with towel, and let rise for 30-45 minutes until puffy.

Preheat oven to 350°F (175°C) and bake rolls for 23-30 minutes until golden brown.

Make icing by mixing cream cheese, powdered sugar, vanilla extract, heavy cream, and pistachio butter until smooth.

Spread icing over warm rolls, sprinkle with chopped pistachios if desired, and serve.