In a bowl of stand mixer fitted with a dough hook combine the water, yeast and sugar.
Let stand for 5 minutes.
In another bowl combine the flour and salt.
While the mixer is running, add the flour mixture slowly.
Beat on low speed for 5 minutes.
Lightly grease a large bowl with olive oil.
Transfer the dough into the bowl.
Cover with plastic wrap and leave to rise in a warm place for 1 hour or until doubled in size.
Preheat oven to 350ºF.
Line a baking sheet with parchment paper.
Punch the dough.
Transfer the dough onto a lightly floured surface.
Divide the dough into 8 equal balls.
Transfer the balls on the prepared baking sheet.
Let rise for 45 minutes or until doubled in size.
Brush with beaten egg.
Bake in preheated oven for 20-25 minutes or until golden.
Remove from the oven and allow to cool completely.
To make the cream cheese filling, in a bowl combine the cream cheese and sugar.
Beat with electric mixer on medium speed until smooth.
Preheat oven to 400ºF.
Cut each bread roll into 8 equal wedges.
Make sure to not completely cut through the bread.
Pipe a small amount of the cream cheese filling in between each wedge.
In a bowl combine the melted butter, milk, eggs, garlic, parsley and salt.
Dip each bread roll into the butter mixture.
Bake in preheated oven for 8-10 minutes or until crispy.