Grease a large bowl and 9x13 baking pan with cooking spray.
Add warmed milk and instant yeast to bowl of a stand mixer with dough hook attached and mix on low until yeast is mostly dissolved.
While the mixer is on low speed, add eggs, butter, all-purpose flour, salt, sugar and baking soda and mix until combined.
Turn up mixer to a medium-high speed and mix for 15-18 minutes or until a smooth elastic dough forms that starts to pull away from the bowl.
Turn the dough out into the greased bowl and turn to coat. Allow to rise for 1 1/2 - 2 hours.
Mix together 1 stick of butter, brown sugar, cinnamon, salt and nutmeg in a mixing bowl until light and fluffy.
Preheat the oven to 400 degrees while assembling your rolls.
Turn the risen dough out onto a floured surface and roll out the dough into an 18" square.
Spread the filling over the dough. Sprinkle with chopped pistachios.
Roll the dough into a log and cut into 12 equal rolls.
Place rolls in baking pan.
Place a tea towel over rolls and allow to rise for 30-40 minutes.
Bake rolls for 20-22 minutes.
Add softened cream cheese, butter, powdered sugar, salt, vanilla to a mixing bowl a mix until incorporated.
Add eggnog to thin glaze.
Remove rolls from oven and spread immediately with glaze.