In a medium saucepan combine whole milk and 1/4 cup diced butter. Heat mixture over medium heat until butter melts, stirring frequently. Remove from heat and stir in buttermilk and vegetable oil (this should bring mixture down to 105-110 degrees, if not allow mixture to cool to 105-110 degrees). Pour milk mixture into the bowl of an electric stand mixer and using whisk attachment, stir in yeast. Allow mixture to rest 5 minutes, then add 1/2 cup granulated sugar, salt, vanilla, egg and egg yolk. Stir mixture until blended. Switch mixer to a hook attachment, then add 3 1/2 cups of the bread flour and knead mixture on low speed until smooth and elastic, about 5 minutes (dough will be sticky). Cover bowl with plastic wrap and allow to rise in a warm place until doubled in size about 1 1/2 - 2 hours.
In a small mixing bowl, using a fork, whisk together 3/4 cup light-brown sugar, cinnamon, cocoa powder and nutmeg, set aside. In a separate mixing bowl, whisk together remaining 1/4 cup bread flour, cornstarch and baking powder. Pour flour mixture over risen dough and return to stand mixer and knead mixture, using the hook attachment, until smooth and elastic (resist the urge to add more flour, dough should be slightly sticky). Roll dough out on a lightly floured surface to a 16 x 12 inch rectangle. Using the back of a spoon, spread 1/3 cup melted butter evenly over dough. Sprinkle brown sugar mixture over melted butter, coming within a 1/2 inch of all edges, and spread into an even layer. Starting on the 16 inch side, roll dough up snugly to opposite end. Cut dough into 12 equal pieces (its easiest to cut in half, then cut halves into halves, then cut those halves into thirds). Arrange rolls in a buttered 13 x 9 inch baking dish, then cover dish with plastic wrap and allow to rise until doubled in size about 1 hour.
Preheat oven to 350 degrees (you can do this during the last 10 minutes of rising). Bake rolls in preheated oven for 23 - 26 minutes until golden brown. Remove from oven, allow to cool 5 - 10 minutes then cut rolls and spread generously with Cream Cheese Icing. Serve warm. Store in an airtight container and rewarm in microwave if desired.
Cream Cheese Icing
In a large mixing bowl, using an electric hand mixer, whip together cream cheese and butter until fluffy, about 1 minute. Add in heavy cream, vanilla extract and powdered sugar and whip mixture until smooth and fluffy, about 1 minute.