Stir together warm water, yeast, and 1 teaspoon sugar in a measuring cup. Let sit until foamy, about 5 minutes. If it doesn't get foamy and form bubbles, throw it out and start over. Either the yeast is too old or the water was too hot and killed it.
Pour yeast mixture into a large bowl for a stand mixer.
Add 1/3 cup sugar, buttermilk, milk, melted butter, vegetable oil, eggs, and vanilla extract.
Using the dough hook attachment, mix until combined.
Mix in salt and baking powder.
Gradually mix in flour until dough pulls away from side of bowl.
Shape the dough into ball and place in a large, greased bowl. Cover with plastic wrap and let rise in a warm place for 1 hour or until doubled.
Make filling. Stir together sausage, brown sugar, butter, and cinnamon.
Punch the dough down and place on a lightly floured surface. Knead the dough a few times and then roll into a rectangle that is about 18 inches long.
Spread filling evenly on dough. Starting on a long side, tightly roll dough up.
Cut dough into 12 even slices. Place in a greased baking dish. I use a 9x13-inch pan. Cover and let rise until doubled.
Preheat oven to 350 degrees.
Bake for 20 to 22 minutes. Let cool 5 minutes and then cover with cream cheese glaze.
To make glaze, beat all ingredients with an electric mixer fitted with a paddle attachment until smooth.