Whisk together warm milk and yeast with a small pinch of sugar in a mixing bowl. Let sit for five minutes so the yeast foams. If it doesn’t foam, you need new yeast!
Mix in egg and yolk and then add flour, sugar, and a pinch of salt to the milk mixture. Stir until combined.
Once the dough is together, switch to dough hook if you’re using a stand mixer and then mix in softened butter. It might look like a mess, but the butter should eventually mix into the dough. If the dough is super-sticky, add a bit more flour. It should be slightly sticky though. If you don’t have a stand mixer, you can knead the butter in by hand.
When dough is mixed, remove from mixing bowl and add to a lightly buttered bowl. Cover and let rise for 1 ½ hours.
Meanwhile, make filling mixing together soft cream cheese, powdered sugar, and egg yolk.
After dough has risen, roll it out into a large 18 inch rectangle on a lightly floured surface. Brush edges of dough with egg wash (1 egg whisked with 1 tablespoon milk). Spread cheese filling over the surface of the dough.
Distribute cherries over the surface of the dough and roll it into a tight cylinder. Pinch ends of dough and roll it into a curl. Place roll on baking sheet lined with parchment paper.
Preheat oven to 350 degrees and let dough rise for 30 minutes while the oven preheats.
Brush roll with egg wash and cut a few slits in the surface of the roll to let steam escape.
Bake dough at 350 degrees Fahrenheit for 40 minutes, rotating pan once half way through. Then reduce heat to 325 degrees and bake for another 30 minutes until the roll is a nice brown color.
Let roll cool for 15-20 minutes before slicing and icing the pieces. Serve slightly warm or at room temperature.