Preheat oven to 350℉. Line a pizza pan or cookie sheet with parchment paper.
In a medium bowl, or a stand up mixer, blend together cream cheese, sugar, egg and vanilla.
Open the packaged rolls and unroll dough.
Separate triangles at the perforations. Place crescent rolls in a circle, with points facing the center and sides touching. Press together the center of the seams, leaving the top and bottom not pressed together.
Add the orange slice at this time if using this option (see Gr8 Tip below).
Spread the cream cheese mixture over the dough, leaving 2 inches at the top, and 2 inches at the bottom of each triangle without filling.
Starting at the point, fold down to the center. From the wide end, fold up, fully enclosing the filling. Continue all around the circle.
Sprinkle lightly with cinnamon.
Bake for 20-25 minutes or until lightly golden. Allow to cool.
If inserting the small plastic baby or bean (see Gr8 Tip below), lift cake and press into the bottom of the cake. Make Creamy Glaze.