To make the dough, warm up the milk in the microwave for a few seconds until it has reached 43ºC (110ºF). Transfer the milk to a large bowl and sprinkle in the yeast. Mix until the yeast has mostly dissolved. Add the egg and sugar and whisk to combine.
Add the flour and half the oil (½ tsp) and combine to form a dough. It may be a little sticky at first but should come together after kneading. Transfer your dough to a stand mixer or to a flat surface if kneading by hand. Knead until the dough passes the window pane test (you can stretch a piece of dough out between your fingers without it breaking), about 10 minutes.
To a medium bowl, add the remaining oil (½ tsp) and place the dough in the oiled bowl. Cover and allow to rise in a warm place for 45 minutes or until it has doubled in size.
Whilst the dough is rising, make your filling by combining the 0 calorie brown sugar, cinnamon and applesauce and mix well. Set aside.
Once the dough has risen, flour your surface and roll the dough out into a 9x6 inch rectangle. Spread the filling onto the rectangle making sure to cover the entire rectangle.
Use a pizza slicer or a sharp knife to cut the rectangle dough into 8 separate rectangles. Roll each line of dough into a tight roll. Place the cinnamon rolls into a 9x11 inch pan lined with parchment paper. Cover and allow to rise in a warm place for another 45 minutes or until doubled in size.
Mix together the single cream and whole milk. Set aside.
Once the rolls have had their second rise, pour the milk and cream mixture over the rolls and bake in a pre-heated oven at 180ºC (350ºF) for 20-25 minutes or until golden brown.
Make the frosting as the rolls cool by whisking together the cream cheese, 0 calorie powdered sweetener and vanilla until smooth.
Spread the frosting onto the slightly cooled rolls, serve warm and enjoy!