In the bowl of a stand mixer, combine the warm milk, warm water, sugar and yeast. The milk and water should be comfortably warm, not hot. Allow to stand for 5 minutes.
Beat in the egg then add the flour, starting with 3 cups, and the salt. Knead in the flour then add the butter, one tablespoon at a time, kneading in well before adding more.
If the dough is very soft and sticky, add the remaining flour and allow to knead at medium speed for 3 minutes. The dough should be soft, slightly tacky and smooth.
Transfer to a large bowl and cover well with plastic then place in the fridge for up to 18-24 hours.
Remove the dough from the fridge two hours before baking. Tip the dough out onto a very lightly floured surface.
Roll into a rectangle as wide as your loaf pan (the one I used was 22x12cm (9x5in)) and approximately 1cm thick.
Mix together the sugar and cinnamon then sprinkle over the dough.
Roll the dough up into a tight roll then transfer to a greased and lined loaf pan.
Cover loosely with a damp tea towel and allow to proof for 30 minutes while you preheat the oven to 180°C/350°F.
Brush the loaf with beaten egg then place in the oven and allow to bake for 30-40 minutes until golden brown and risen.
To know if the bread is fully cooked, tap it on the bottom and if it sounds hollow, it's done.
Once removed from the oven, brush with melted butter (for a soft crust) and allow to cool for at least 30 minutes before slicing and serving.