Preheat the oven to 375 ° F and use 2 tablespoons of the butter to grease a 13x9-inch baking dish.
Arrange the rolls in a baking dish with a little space between each one.
Cut an X-shape in the middle of the top of each one and open it up a bit.
Mix the rest of the butter with the nutmeg, cinnamon and brown sugar until well combined.
Beat the cream cheese until it’s smooth and then beat in the white sugar and egg.
Put the cream cheese mixture in a Ziploc bag and cut the corner off.
Pipe the mixture into the X-shapes in the buns.
Bake for 12 minutes or until golden.
Serve warm.