Preheat oven to 350.
Grease a cookie sheet and set aside.
Beat together cream cheese, 1/4 cup sugar and 1/2 tsp vanilla in medium bowl until blended.
Unroll dough into 4 rectangles and seal perforations by pinching.
Brush each rectangle with melted butter and sprinkle with a tablespoon of sugar.
Roll each up log ways and pinch to seal.
Coil into a spiral and slightly press down middle to make room for cream cheese filling.
Place on prepared cookie sheet.
Top each with about 1/4 of cream cheese misture.
Bake until golden brown (about 16-18 minutes).
In a small bowl, combine powdered sugar, milk and 1 teaspoon vanilla and stir until smooth.
Drizzle over each roll.