Place warm milk, yeast, egg, sugar, and salt into a mixer with the dough hook attached. Beat until egg is incorporated. Mix the baking soda into the flour. Add approximately 1/2 of flour in batches. Mix until incorporated. Slowly drizzle in melted and cooled butter into dough and mix until combined. Add in more flour until a soft dough forms and cleans the sides of your mixer.
Let rise, covered, until doubled.
Roll out 1/2 of dough into a rectangle approximately 1/4 inch thick.
Spread enough melted butter over rolls to cover well.
Mix filling ingredients together well. Sprinkle over butter and lightly press down with hands or a rolling pin.
Roll up and seal seams well. Cut into 2 inch sections, place in two buttered 10x13 inch pans. Cover and let rise until doubled.
Bake in 350 degree oven until lightly golden brown, about 20-25 minutes, depending on the size of the rolls and the size of your pans.
Make caramel sauce by combining the brown sugar, butter, cream, and vanilla in a sauce pan and heating over medium-low heat until simmering. Stir frequently, and let simmer for 10 minutes until slightly reduced and the sugar is fully dissolved. Pour over rolls after they come out of the oven.