In the bowl of a stand mixer sprinkle the yeast over the warmed milk and let it sit for a couple minutes. With the mixer paddle, stir in the softened butter, sugar, vanilla, and one cup of the flour. Stir in the salt, nutmeg, and lemon zest. Stir in the eggs and enough of the remaining flour to make a soft yet sticky dough.
Switch to the dough hook and knead for about 5 minutes, or until the dough is elastic and pliable.
Spray the top of the dough with vegetable oil, and turn the dough over so it is coated in oil. Cover the bowl with plastic wrap and a towel and let the dough rise until nearly doubled - about an hour.
Make the filling: In a small bowl, mix the sugar with the nutmeg and ginger, then work in the lemon zest with the tips of your fingers until the sugar resembles wet, soft sand. Stir in the juice of 1 lemon. (Reserve the juice of the second lemon for the glaze.)
Lightly grease a 13x9 inch baking dish with baking spray or butter. On a floured surface pat the dough out into a large yet still thick rectangle — about 10x15 inches. Spread evenly with the softened butter, then pour and spread the lemon-sugar mixture over top. Roll the dough up tightly, starting from the top long end. Cut the long dough roll into 12 even rolls, and place them, cut side up, in the prepared baking dish.
Cover the rolls with a towel and let them rise for an hour or until puffy and nearly doubled. (You can also refrigerate the rolls at this point. Cover the pan tightly with plastic wrap, and place it in the refrigerator for up to 24 hours. When you are ready to bake the rolls, remove the pan from the fridge, and let them rise for an hour.)
Heat the oven to 350°F. Place the risen rolls in the oven and bake for 35 minutes or until a thermometer inserted into a center roll reads 190°F.
While the rolls are baking, prepare the glaze: In a small food processor (or with a mixer, or a sturdy whisk), whip the cream cheese until light and fluffy. Add the lemon juice and blend until well combined. Add the powdered sugar and blend until smooth and creamy. When the rolls are done, smear them with the cream cheese glaze, and sprinkle the zest of 1 additional lemon over top to garnish. Serve while warm.