Prepare the Baking Dish: Start by spreading 1 tablespoon of melted butter across the bottom of your baking dish. This prevents sticking and adds flavor.
Prepare the Rolls: Place the Hawaiian sweet rolls in the dish. Make an X cut into each roll, about two-thirds deep.
Mix the Topping: In a measuring cup, combine the remaining melted butter, brown sugar, cinnamon, and nutmeg. Mix well and drizzle evenly over the rolls.
Make the Filling: In a bowl, mix the room-temperature cream cheese with granulated sugar until smooth. Add the beaten egg and mix until fully incorporated.
Fill the Rolls: Using a piping bag or a modified zip-top bag, fill each roll with the cream cheese mixture through the cuts you made earlier.
Bake: Place in an oven preheated to 375°F and bake for 12 to 15 minutes. The danishes are done when they reach an internal temperature of 145°F, which is safe for eggs.