In a small bowl, mix milk with sugar and yeast. Cover and set aside for 10 minutes.
Sift flour, baking soda, baking powder, and salt. Keep aside.
Add oil to butter, pour on the flour mixture and mix using your hand.
Add the milk mixture to the flour gradually and knead until you get a smooth dough, will take 7 – 10 minutes of kneading.
Cover the dough and keep in warm place to rise, for 1 or 1 and half hour.
Making the filling:
Mix all ingredients together and keep aside in cool place.
Roll dough into a rectangle shape.
Spread the filling with your hand on the rolled dough.
Roll it up from the longest side, roll tight but not too tight. Pinch the seam tightly.
Cut the roll into 16 slices and place on baking sheet. I used a large greased baking sheet since I wanted the rolls to have enough space to expand when left to rest.
Cover the rolls and let rise for 40 minutes.
Preheat oven to 180C/360F. Bake 15 to 18 minutes or until it's golden.