Stir the yeast and 1 teaspoon of the sugar into the milk. Allow to proof, or get bubbly for 5 minutes. In a mixer, add the remaining sugar, butter, salt, egg and 2 cups flour. Using a stand mixer and paddle attachment, mix until smooth. Switch attachment to the dough hook and add about 1-1½ cups more flour. Knead for about 3 minutes or until it comes together around the dough hook.
Place the dough in a bowl that has been greased with a little oil, then it flip over so both sides are oiled. Cover and let rise in a warm place till doubled in size, about 1 1/2 hours. Make the filling while the dough rises.
To make the filling, beat all ingredients together until creamy. Set aside.