Preheat the Oven:
Preheat your oven to 350°F (175°C) and line a baking sheet with parchment paper.

Prepare the Rolls:
Using a sharp serrated knife, make 4 cuts in each roll, about 75% of the way down, dividing each roll into 8 equal sections that are still connected at the bottom. If this feels challenging, you can make just 2 cuts, creating 4 sections per roll instead.

Make the Cream Cheese Filling:
In a mixing bowl, combine room temperature cream cheese, sweetened condensed milk, and a pinch of salt until smooth and well incorporated. Transfer this mixture to a piping bag (or use a plastic bag with a corner cut off).

Pipe the Cream Cheese Filling:
Pipe the cream cheese filling into each opening of the rolls, distributing it evenly among all the cuts you’ve made.

Prepare the Garlic Butter Custard:
In a separate bowl, whisk together melted butter, egg, milk, sweetened condensed milk, minced garlic, salt, chopped parsley, and paprika until well combined.

Dip the Rolls into Custard:
Carefully dip each filled roll into the garlic butter mixture for 1-2 seconds per side, ensuring they are coated but not soggy. Place the dipped rolls onto the lined baking sheet.

Top with Garlic and Cheese:
Scoop up any leftover pieces of garlic from the bottom of the custard bowl and brush them onto the tops of the rolls.
Sprinkle the grated or shredded parmesan cheese evenly over the tops of all the rolls.

Bake:
Bake in the preheated oven for approximately 15 minutes, or until the rolls turn golden brown on top.

Serve:
Serve the rolls while they’re still warm for the best flavor and texture.