Prepare the peach jam by cooking peaches, sugar, and lemon juice until thickened. Mix cornstarch with water, stir into the jam, and cool.
Make the tangzhong by whisking water and flour in a pot until paste-like, then set aside.
In a mixer, combine flour, sugar, yeast, and salt. Add milk, cream, egg, vanilla, and tangzhong, kneading until a rough dough forms. Gradually add butter, kneading until smooth. Let the dough rest for 30 minutes.
Line a baking dish with parchment. Mix butter, brown sugar, and cinnamon. Roll out the dough, spread the mixture, and layer with peach filling. Cut into strips, roll, and place in the dish. Let rise for 1-2 hours.
Preheat the oven to 325°F (162°C). Prepare crumb topping by mixing flour, sugar, cinnamon, and melted butter. Sprinkle over rolls and bake for 30-40 minutes until golden.
For the glaze, mix cream cheese, butter, and powdered sugar, then whisk in heavy cream. Drizzle over warm rolls and enjoy!