I learned to make these YEARS ago for school, and still make them today. I made them for work, for a few family gatherings and my boyfriend even loves these even though he doesn't like sweets at all. They are not made from snails, but was given the name from how they look, with the coil for the shell and when the bread starts to unwrap a bit, the head appears. Enjoy the bite size piece of heaven.
In a small bowl, mix together the cinnamon, sugar and nutmeg. Taste mixture with a clean finger or spoon and adjust sugar and spices if needed.
In a separate small microwave safe bowl, place the butter and heat in the microwave for 20-30 seconds until just melted and stir. Set aside both bowls.
Take the bread, cut off the edges so you have a square and spread 1 tbsp cream cheese onto each slice. Roll it up into a log or jelly roll shape. Cut each of the logs into 4 equal pieces (cut each log in half. Take each half and cut into half) so you end up with 32 small "snails". Quickly dip each piece into melted butter and roll them around in the white and brown sugar, cinnamon, and nutmeg mixture. Place them on their side on two sprayed baking sheets or one large sheet. These will not expand or get larger in any way so there is no need spread more than 1-2 inches apart.
Bake at 350° F for about 8-10 minutes. Flip with tongs or a spatula and closely watch them (so they do not burn) for a few more minutes.
If you happen to have remaining cinnamon mixture, and cheese, you can certainly heat up additional butter and pull a few more pieces of bread to finish it up, or place dry mix in a jar for a later date.