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Above are the 4 types of construction I attempted. 3. was surprisingly hard to do, 4. was surprisingly easy. 4. came out looking the best - if I'd known how easy it was, I would have made more of that type. 2. was the best cream cheese delivery mechanism, 1. was the worst. I didn't manage to use all the sweetened cream cheese in the baking, so N was consuming the muffin tin shaped ones by heating them, cutting them in half, and adding lots more cream cheese.
I used royal icing instead of the glaze from the recipe - I wanted something that would harden instead of melting 24 hours later. It was a good choice. I dyed the icing purple since I only had green sprinkles. Next time I'll go for a darker purple.
The only real problem was that I killed the yeast with the melted butter. I really need to gain the patience to let the butter COOL. I made yeast soup in a ramekin with a Tblsp of yeast and enough water to make it all liquid, folded it into a divot in the dough and got the mixer going again - but lost two hours before I realized the yeast weren't working. It ended up working ok, so it's good to know that dead yeast bread can be recovered. (This time I really didn't want to go buy another lemon or use 5 more eggs!)