In the bowl of a stand mixer, sprinkle the yeast over the warmed milk and let it sit for a few minutes or until foamy. Using the mixer paddle and with the mixer on low speed, stir the softened butter, eggs, sugar, vanilla, lemon zest, and 1 cup of the flour into the milk and yeast mixture. Stir in the salt.Stir in enough of the remaining flour to make a soft yet sticky dough.
Switch to the dough hook and knead at low speed for about 5 minutes, or until the dough is smooth, pliable, and stretchy.
Lightly grease the top of the dough with vegetable oil, and turn the dough over so it is coated in oil. Cover the bowl with plastic wrap and a towel and let the dough rise for 1 hour or until doubled.
Assemble the rolls: Lightly grease a 13x9-inch baking dish with baking spray or butter. On a floured surface, pat the risen dough into a large yet still thick rectangle — about 10 x 15 inches.
Spread the dough evenly with lemon curd. Roll the dough up tightly, starting from the top long end. Stretch and pull the dough taut as you roll, to keep the lemon filling inside. Cut the long dough roll into 12 even rolls and place each in the prepared baking dish.
Cover the rolls with a towel and let them rise for 1 hour or until puffy and doubled.
Bake the rolls: Heat the oven to 350°F. Place the risen rolls in the oven and bake for 35 minutes or until a thermometer inserted into a center roll reads 190°F.
Make the glaze: While the rolls are baking, prepare the glaze. In a small food processor (or with a mixer, or a sturdy whisk), whip the lemon juice and cream cheese until light and fluffy. (Reserve the lemon zest.) Add the powdered sugar and blend until smooth and creamy.
Glaze the rolls: When the rolls are done, smear them with the cream cheese glaze, and sprinkle the reserved lemon zest over top to garnish. Let cool for at least 10 minutes before serving, but do serve while still warm.