Prepare the Dough: Mix flour, sugar, yeast, salt, and cinnamon in a large bowl. Add warm milk, eggs, and melted butter. Knead until smooth.
Let Dough Rise: Cover and let rise for 1 hour or until doubled in size.
Make the Filling: Beat cream cheese, powdered sugar, and vanilla until smooth.
Assemble the Cake: Roll out the dough, spread filling, and roll into a log. Shape into a ring.
Bake: Bake at 350°F (175°C) for 25–30 minutes until golden brown.
Decorate: Cool, drizzle with icing, and top with purple, green, and gold sprinkles. Insert the plastic baby underneath.