In a large bowl, dissolve yeast in warm water. Stir in sour cream, egg, butter, sugar and salt. Stir in enough flour to form a soft dough.
Turn onto a floured surface; knead 20 times or until smooth. Place in a greased bowl, turning once to grease top. Cover and let rise in a warm place until doubled, about 1-1 1/4 hours.
In mixing bowl, beat cream cheese, egg, sugar, vanilla and salt until smooth, set aside. Punch dough down. Turn onto a lightly floured surface; divide in half. Roll each portion into a 12in X 8in rectangle. Spread filling to within 1/2 inch of edges. Spoon jam lengthwise over half of filling. Roll up jelly roll style, starting with the long side with the jam. Pinch seams to seal; make sure your seams are sealed well or filling will leak out. Tuck ends under.
Place loaves seam side down on a greased baking sheet. With a sharp knife, cut shallow slashes across the top of each. Cover and let rise until doubled, about 30 minutes.
Bake at 375 degrees for 15-20 minutes or until golden brown. Remove from pan to a wire rack. Combine glaze ingredients; drizzle over warm bread.