On a large baking sheet with a lip line with parchment paper or lightly spray with nonstick cooking spray. Place frozen rolls onto prepared baking sheet leaving 2 inches between each roll. (Place as many rolls as you would like to make.)
Cover with plastic wrap that is sprayed with non-stick cooking spray, placing the sprayed side down on top of rolls. Let rise for 3-4 hours in a warm place. (I place mine in the microwave with a kitchen towel placed over the plastic wrap.) The rolls should double in size.
Leave rolls on baking sheet. Taking a 1/3 measuring cup, press down the rolls in the center to form a pocket. (It will cause air to be released.)
Brush melted butter onto the top and the center of the rolls.
In a medium bowl using a whisk attached to a electric hand mixer, blend together cream cheese, powdered sugar, vanilla, and milk for a creamy consistency. Spoon about 1 TBS of mixture into the center pocket of each roll spreading it out. Add 1-2 tsp of pie filling of your choice or jelly/jam flavor of your choice into the center of the cream cheese mixture in the roll. Complete this step with the rest of the rolls.
Place rolls in a preheated oven at 375 degrees and bake for 20 minutes until golden brown.
