In a small bowl add the cream cheese, cinnamon, sugars, and vanilla. Use a handheld mixer to blend until smooth.
Add the egg and blend until just combined.
Prepare a sheet pan with parchment paper.
After it has risen, turn out the dough onto a floured work surface. Roll the dough out to a 24 inch by 12 inch rectangle.
Spread the filling over the dough leaving a 2 inch gap at the top. Sprinkle the pecans over the filling.
Take the long side and begin rolling it toward the 2 inch gap. (Thinking cinnamon buns). Turn the two open ends toward each other to create a circle and pinch it together to seal it shut.
Cover with plastic wrap and let rise for another hour.
Preheat the oven to 350. After the rise time, uncover and bake for 25-30 minutes until deep golden brown and set. Allow to cool to room temp.