In a mixing bowl, combine warm milk, 1 teaspoon sugar, and yeast. Let sit 10 minutes until foamy.
Whisk in remaining sugar, egg, and melted butter until smooth.
Add flour and salt, stirring until a shaggy dough forms; knead on floured surface 5–7 minutes until smooth and elastic.
Place dough in greased bowl, cover, and let rise in warm spot until doubled, about 1 hour.
Mix pistachio cream, brown sugar, cinnamon, vanilla, and salt until thick; stir in chopped pistachios for filling.
Grease small baking dish. Punch down dough and roll into 30 x 20 cm rectangle on floured surface.
Spread filling evenly over dough, leaving border on one long side. Roll tightly from opposite long edge into log.
Slice log into 6 pieces; arrange in prepared pan with space between.
Pour heavy cream around and between rolls. Cover and let rise 30–40 minutes until puffy while preheating oven to 350°F.
Bake rolls 20–25 minutes until lightly golden and centers are set.
Beat cream cheese and pistachio cream until smooth; add powdered sugar and salt. Thin with milk to pourable icing consistency.
Spread or drizzle icing over warm rolls; optionally sprinkle extra chopped pistachios and serve.