Prepare the Dough: In a large bowl, combine flour, salt, and granulated sugar. Meanwhile, dissolve the active dry yeast in warm water. Once the yeast is frothy, mix it with the flour mixture and add the dairy-free butter substitute. Stir until a smooth dough forms. Then, cover the bowl with a clean cloth and let the dough rest for 20 minutes.
Make the Cinnamon Filling: In a small bowl, mix the granulated sugar, ground cinnamon, and nutmeg. Then, pour in the melted dairy-free butter substitute and stir until well combined.
Assemble the Cinnamon Roll Base: Once the dough has rested, roll it out on a lightly floured surface into a rectangle. Evenly spread the cinnamon filling over the dough. Then, starting from one long side, roll the dough tightly into a log. Using a sharp knife, slice the log into equal pieces, about 1-inch thick. Arrange these slices closely in a greased 9-inch round baking pan, allowing the slices to touch.
Prepare the Cheesecake Layer: Preheat your oven to 350°F (175°C). In another bowl, beat the softened cream cheese with granulated sugar until the mixture is smooth. Next, add the eggs one at a time while stirring continuously. Stir in the vanilla extract and lemon zest until everything is well blended.
Combine and Bake: Gently pour the cheesecake mixture over the arranged cinnamon roll slices in the baking pan. Spread evenly with a spatula. Place the pan in the preheated oven and bake for 55 minutes, or until the cheesecake layer is set and lightly golden on top.
Cool and Serve: After baking, let the dessert cool completely in the pan. For best results, chill in the refrigerator for at least 2 hours before serving. Once set, slice and serve with a dusting of powdered sugar or your favorite garnish.