In a large measuring jug, stir together the milk, sugar, and yeast. Set aside and allow the yeast to foam and bubble up - about 10 minutes.
In a large mixing bowl, add the milk mixture, butter, eggs, egg yolk, and almond extract, and whisk until combined.
Add the flour and ground almonds, and mix until a sticky dough forms.
Transfer the dough to a well floured surface and knead for about 5 minutes until smooth, elastic, and tacky. Your hand will stick to the dough when kneading, but should come off completely clean.
NOTE: If the dough gets too sticky to knead, sprinkle 1 teaspoon of flour at a time onto the dough or work surface until it becomes more manageable. Do NOT add more flour than you need because this will result in dry, dense rolls.
Place the dough into a lightly greased large bowl, cover with clingfilm or a tea towel, and leave to rise in a warm place for 1 hour, or until doubled in size.
TIP: Preheat the oven to 43C/110F. Once heated, turn the oven off. Place the covered dough inside, and allow to rise in this warm environment.
For the Filling
Once the dough has doubled in size, gently deflate with your fist and transfer to a well floured surface.
Roll out to a large rectangle, about 1/4-inch thick, making sure the long side is facing towards you. Slice off the edges to make a 12 x 18 inch rectangle.
Spread the jam all over the dough.
Using a pizza cutter, cut the dough into twelve 1.5-inch-wide strips. Roll up each strip and place them into a greased 9x13-inch baking pan.
Cover with clingfilm or a tea towel, and leave to rise again in a warm place for 30 minutes.
Preheat the oven to 180C/160C Fan/350F/Gas 4.
Remove the clingfilm/tea towel and bake the rolls for 30 - 35 minutes, or until golden brown on top and the internal temperature of the rolls reach 88C - 93C (190F - 200F).
Allow to cool in the pan on a wire rack whilst preparing the topping.
For the Icing
In a medium mixing bowl, mix together the cream cheese and butter until combined.
Add the icing sugar and almond extract, and mix until smooth and combined. Add more icing sugar if too runny for your liking.
Spread the icing evenly over the rolls. Serve warm and enjoy!
Notes
Storage: Leftovers can be stored, covered tightly, in the fridge for up to 5 days. Baked rolls also freeze well for up to 3 months. Thaw overnight in the fridge. If desired, warm up before serving.Make ahead: Cut into strips, roll up, and place into the prepared pan as instructed, then cover with clingfilm and refrigerate overnight. In the morning, let the rolls rise in a warm place for 30 minutes before baking.