In a large bowl, whisk warm water, sugar, and yeast. Let it sit 3–5 minutes until slightly foamy.
Add flour, salt, and oil. Stir with a sturdy spoon until shaggy.
Knead on a lightly floured surface for 8–10 minutes until smooth and elastic. The dough should feel soft but not sticky. Add flour only if it clings heavily.
Place dough in a lightly oiled bowl, cover, and let rise in a warm spot for 60–75 minutes until doubled.
Beat cream cheese until smooth.
Fold in jalapeños, garlic, cumin, smoked paprika, salt, and cilantro. Taste and adjust salt or heat.
Turn the risen dough out and gently deflate.
Divide into 8 equal pieces (about 120–130 g each).
Shape each piece into a loose ball. Rest, covered, for 10 minutes to relax the gluten.
Flatten a dough ball into a 5–6 inch oval.
Spoon 1 1/2–2 tablespoons of filling down the center.
Fold long sides over the filling to meet, then pinch to seal. Pinch the ends and gently roll to form a torpedo-shaped roll with tapered tips.
Place seam-side down on a parchment-lined sheet. Repeat with remaining pieces.
Cover loosely and let rolls proof until puffy, 30–40 minutes. They should spring back slowly when pressed.
Preheat oven to 475°F (245°C) with a rack in the center. Place an empty metal pan on the lower rack for steam.
Use a sharp knife or lame to score a single lengthwise slash on each roll at a slight angle.
Mist the rolls lightly with water for a thin, crisp crust.
Slide the tray into the oven. Carefully pour 1/2 cup hot water into the preheated pan and close the door immediately.
Bake for 8 minutes, then reduce to 425°F (220°C) and bake another 10–12 minutes until deep golden with a hollow sound when tapped.
Cool on a rack for at least 15 minutes before biting in—filling will be hot.
