Combine the milk, sugar, and yeast in a large mixing bowl (preferably one that fits on your stand mixer). Let it stand for about 5 minutes or until the yeast is activated and foamy. Fit the bowl on your stand mixer. In a small bowl, whisk together the oil, buttermilk, egg and salt. Pour the mixture into the mixing bowl with the yeast and milk and add the flour. Fit the dough attachment hook and mix on low speed for about 2 minutes. Increase the speed to medium and mix for 5 more minutes or until the dough pulls away from the edges. Add more flour or buttermilk as needed to get the consistency. Form the dough into a ball, and transfer it to a well-oiled boil. Cover with plastic wrap and place in a warm place to rise until doubled (about 1 hour).
Meanwhile, prepare your filling. In a medium bowl, combine the butter, cream cheese, powdered sugar, vanilla and salt. Mix until creamy and smooth. Set aside.
Once the dough has risen, flour a large work surface. Dump the dough out onto the surface and pat into a rectangular shape. Using a rolling pin, roll the dough out to a rectangle that's about 1/4 of an inch thick. Spread the filling on the dough in an even layer. Taking one of the long ends, roll the dough into a tight log. Cut the log into 8 equal slices.
Grease a large oven proof skillet, square or round baking dish (about 12 inches in diameter works). Place the rolls, cut side down, in the greased pan. Cover with a loose towel and place it in a warm place to rise again until double, about 2 hours.
Preheat your oven to 350 degrees F and bake the sweet rolls for 20-25 minutes or until browned on top. Remove from heat and let cool completely before glazing.
While your rolls are cooling, prepare your glaze. In a small bowl, whisk together the powdered sugar, pomegranate juice, blood orange juice, butter and salt until smooth.
Drizzle the glaze on top of the rolls once cool. Serve immediately or seal tightly to serve the next day. Enjoy!