Warm milk and dissolve yeast with a pinch of sugar; let foam 5 minutes.
Mix flour, sugar, salt, egg, softened butter, and yeast mixture; knead until smooth.
Place dough in oiled bowl, cover, and rise until doubled (60–75 minutes).
Divide into 12 balls and arrange on greased baking sheet.
Press a small glass into each center to form a deep well.
Beat cream cheese, powdered sugar, and vanilla; pipe into wells.
Add cherries, brush edges with melted butter, and bake at 350°F for 20 minutes until golden.
Drizzle optional glaze and dust with powdered sugar; serve warm.