Warm milk. In a medium saucepan, heat milk, butter, and sugar until butter is melted. Remove from heat.

Make dough. In a bowl of your stand mixer with a paddle attachment, combine flour, yeast, and salt. Add melted butter mixture and mashed bananas. Stir to combine until a shaggy dough forms.

Knead the dough. Fit the mixer with a dough hook and knead at medium speed for 6-8 minutes. If needed, add a little more flour. Dough should be slightly sticky but smooth and elastic.

Let the dough rise. Lightly grease a large bowl, place the dough in it, and cover. Let rise until doubled, about 1 to 1 1/2 hours.

Roll out the dough into a 18×12 inches rectangle on a lightly floured surface.

Spread filling. Spread softened butter over the dough, leaving a border. Mix brown sugar and cinnamon, sprinkle over butter, and top with banana slices.

Cut rolls. Roll up the dough tightly and cut into 12 equal rolls using a serrated knife or thread.

Let rolls rise. Place rolls in a greased 9x13 inch baking dish, cover, and let rise until puffy, about 45 minutes.

Preheat oven to 350°F (177°C). Pour warmed heavy cream over the rolls and bake for 30-35 minutes until golden brown. Let cool slightly.

Make the cream cheese icing. Beat cream cheese and butter together until smooth, add powdered sugar gradually, and beat in vanilla.

Ice rolls. Spread cream cheese icing over warm rolls.