1. In a large bowl, combine the contents of the Pillsbury Hot Roll Mix with the yeast packet.
2. Add the hot water, egg, and 2 tablespoons of softened butter.
3. Mix using a stand mixer with a dough hook until well combined. The dough will be slightly sticky.
4. Turn the dough onto a lightly floured surface and knead about 3 times. It should turn into a soft dough.
5. Place the dough in a greased bowl, cover with plastic wrap and a kitchen towel, and let rise in a warm spot for 30 minutes, or as instructed on the box.

Filling and Shaping the Rolls:

1. Turn the risen dough onto a lightly floured surface and roll it out into a long rectangle shape, about ¼ inch thick and approximately 11×14 inches.
2. Spread the remaining 2 tablespoons of softened butter over the dough.
3. In a small bowl, combine the brown sugar, cinnamon, and nutmeg.
4. Sprinkle the sugar mixture evenly over the buttered dough.
5. Roll the dough into a long log, starting from the long edge.
6. Cut the log into ½ inch rolls using a sharp knife.
7. Place the rolls in a greased round cast-iron skillet or round baking dish.
8. Cover with a kitchen towel and let rise for 15 minutes, or until doubled in size.

Baking and Frosting:

1. Preheat oven to 400°F (200°C).
2. Bake the rolls for 20 minutes, or until golden brown.
3. While the rolls are baking, prepare the cream cheese frosting:
4. In a bowl, beat together the cream cheese and softened butter until smooth.
5. Gradually add the powdered sugar, beating until light and fluffy.
6. Stir in the vanilla extract and a pinch of salt.
7. Allow the rolls to cool slightly before frosting.
8. Spread the frosting generously over the warm rolls.
9. Serve and enjoy!