Prepare the Rolls: Preheat oven to 350°F (175°C). Slice the King’s Hawaiian rolls in half horizontally, keeping them connected. Place the bottom half in a greased baking dish.

Make the Cheesecake Filling: In a bowl, mix softened cream cheese, sugar, vanilla extract, and egg yolk until smooth. Spread the mixture evenly over the bottom half of the rolls.

Assemble: Spoon fruit preserves over the cheesecake layer. Place the top half of the rolls back on. Brush with melted butter.

Bake: Bake for 15-18 minutes until golden brown.

Add the Glaze: Mix powdered sugar, milk, and vanilla extract until smooth. Drizzle over the warm danish.

Serve: Slice and enjoy warm.