Activate the yeast by combining warm milk, yeast, and sugar in a bowl and let it sit for 5-10 minutes until bubbly.
In a mixing bowl, combine flour, salt, melted butter, egg, and the yeast mixture. Mix until a dough forms.
Knead the dough on a floured surface for about 5-7 minutes until it becomes smooth and elastic.
Place the dough in a greased bowl, cover it with a damp cloth, and let it rise in a warm place for 1 hour.
While the dough rises, prepare the cheesecake filling by mixing softened cream cheese, chopped strawberries, sugar, and vanilla extract in a bowl.
Once the dough has risen, roll it out on a floured surface into a rectangle approximately 1/4 inch thick.
Spread the cheesecake filling evenly over the rolled-out dough, leaving a small border around the edges.
Starting from one edge, carefully roll the dough into a tight log, pinching the edges to seal.
Slice the log into 12 equal pieces and place them in a greased baking dish.
Cover the rolls and let them rise for another 30 minutes to an hour until puffy.
Preheat your oven to 350°F (175°C) as the rolls finish rising.
Bake the rolls for 20-25 minutes, or until golden brown on top.
Allow the rolls to cool slightly before dusting with powdered sugar before serving.