Preheat the oven to 350°F (175°C).
Prepare the baking dish with non-stick spray.
Cut the King Hawaiian rolls in half horizontally.
In a mixing bowl, combine the softened cream cheese and granulated sugar.
Add the egg, vanilla extract, and ground cinnamon to the cream cheese mixture.
Mix the filling until smooth and well combined.
Spoon the filling generously onto the cut side of each roll.
Place the filled rolls in the prepared baking dish.
Bake in the preheated oven for 20-25 minutes or until lightly golden.
Let the danishes cool slightly before dusting with powdered sugar.
