In a saucepan over medium heat, warm the milk, oil, and sugar together until the mixture reaches 110 degrees. Take off the heat and sprinkle the yeast on top. Let sit for 5-10 minutes for the yeast to foam.

In a standing mixer with a hook attachment, add in the flour and the yeast mixture. Knead for about 5 minutes on medium speed. Cover the dough and let rise for about 1 hour on the counter.

Turn out the dough onto a well-floured surface, roll out to a 20 x 12-inch rectangle. Spread the butter evenly from edge to edge. Sprinkle the cheese, onion and freshly grated nutmeg. Roll the dough from long end to long end. Cut off the edges and continue to cut the dough making 12 equal rolls.

Place into a well-greased 9×12 dish, cover and let proof for 15 minutes.

Preheat the oven to 375 degrees.

Place the rolls in the oven for 18-20 minutes or until the tops start to turn golden brown.

Melt the cream cheese and spread across the rolls.