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Preheat oven to 375F
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Mix together Cream cheese, vanilla extract, and sugar until creamy and smooth in texture. Place in the fridge to set and until ready to be used.
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Cut the crust from each slice of bread and flatten it out with a rolling pin.
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Place about 1-2 teaspoons of filling about half inch from one end of the bread in a strip. Roll the bread up tightly and repeat with the remaining pieces of bread.
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Mix together sugar and cinnamon.
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Mix eggs in the bowl.
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Place baking sheet (use parchment paper or nonstick alum foil), next to the baking sheet, place a bowl of mixed eggs and right next to the eggs place a large plate with sugar and cinnamon so it is easier to move from one step to the other.
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Dip each bread roll in the egg mixture, coating well, then dip them in the sugar-cinnamon mixture coating it completely. Transfer the rolls to the baking sheet, seam side down.
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You can cook in batches or use two baking sheets if you have more than 10 rolls. Bake until golden brown for about 15 minutes in the preheated oven.