Preheat the oven and grease the tin: Preheat the oven to 180°C/fan/400°F/gas 6, or the air fryer on bake function to 160°C. Grease and line a 2lb (900g) loaf tin.
Prepare the dough: Add the self-raising flour, icing sugar and a teaspoon of salt to a mixing bowl, and stir together. Add the butter, and use your fingers to rub the butter into the flour mixture until it looks like damp sand or breadcrumbs. Stir in the milk. Using your hands or a wooden spoon. bring the dough together into a rough ball. Coat the dough in a little flour so it is easy to handle. Dust your counter with flour, place the dough on it and knead for 2–3 minutes. Using a rolling pin, roll out into a rectangle roughly 45cm × 30cm.
Prepare the filling: Melt the butter. In a separate bowl, mix the cinnamon and sugar together. Using a pastry brush, spread the melted butter over the dough, bringing it right to the edges. Then sprinkle over the cinnamon sugar as evenly as you can.
Roll and cut the dough: Starting at the long end of the rectangle, roll the dough up tightly into a log. Cut the log in half, then halve both pieces, and then halve each remaining piece – you should have 8 evenly sized swirls. Place them in the loaf tin face up, so you can see the cinnamon layers.
Bake: Place the loaf tin into the preheated oven and bake for 25 minutes, or bake in the air fryer for 18–20 minutes.
Make the icing: While the rolls are in the oven, place the cream cheese in a bowl, then add the icing sugar, vanilla and milk. Use a fork to break it down and stir until smooth and super creamy.
Ice and serve: When the rolls are ready, remove them from the oven or air fryer and drizzle the glaze over the top. They’ll keep for 2–3 days in an airtight container.