Heat the oven to 350°F/175°C, conventional setting.
In the bowl of a stand mixer, combine milk, yeast, and sugar and stir briefly. Let stand until lightly foamy, about 10 minutes.
Add flour and mix on low speed with a dough hook. Add the egg and mix until a rough dough forms. Add butter and salt and knead until smooth, elastic, and tacky, about 8 to 10 minutes.
Transfer dough to a lightly greased bowl, cover, and let rise until doubled, 60 to 90 minutes at room temperature or overnight in the refrigerator.
In a medium bowl, whisk cheese, egg yolks, pudding mix, cornstarch, and cream until smooth and thick. Chill until ready to use.
Roll dough on a well-floured surface into a rectangle about 1/4 inch/6 mm thick. Spread filling evenly, leaving a narrow border. Scatter raspberries evenly over the surface and roll tightly into a log from the long side.
Cut into 12 equal rolls and arrange cut-side up in a greased 9x13-inch baking pan. Cover loosely and let rise until puffy and nearly doubled, about 45 minutes.
In a food processor, pulse powdered sugar, flour, and butter until coarse crumbs form.
Brush rolls with beaten egg and generously scatter crumble over the tops.
Bake until deeply golden and set through the center, 28 to 32 minutes. Cool slightly and serve warm or at room temperature.
Store covered in the refrigerator for up to 3 days.