Prepare Dough: In a large mixing bowl, combine warm water, whole milk, active dry yeast, and granulated sugar. Let sit for 5 minutes. Whisk in egg, egg yolk, kosher salt, and all-purpose flour. Knead for 5 minutes, then mix in softened unsalted butter and confetti sprinkles until smooth.

First Rise: Shape the dough into a ball, place in a greased bowl, cover with a kitchen towel, and let rise in a warm spot until doubled in size, about 1 hour.

Make Filling: Beat together softened unsalted butter, granulated sugar, dark brown sugar, ground cinnamon, and a pinch of salt in a medium bowl until creamy.

Shape Rolls: Punch down the risen dough, roll into a 15x10-inch rectangle, spread cinnamon filling over dough leaving a small border, roll tightly, and cut into 12 pieces.

Second Rise: Arrange rolled pieces in a greased baking dish, cover, and let rise until puffy for 30 to 45 minutes.

Bake: Preheat oven to 350°F (175°C). Bake rolls for 25 to 35 minutes or until golden brown.

Frost: Allow rolls to cool for 10 minutes, then mix together cream cheese, unsalted butter, powdered sugar, and salt until creamy. Spread over warm rolls and top with extra confetti sprinkles.