Add the milk and butter to a microwave-safe bowl or measuring cup. Microwave on high for about 1 minute, or until the temperature reaches around 115℉ on an instant-read thermometer. The butter may not fully melt; that is ok.

Add the warmed milk mixture to a large bowl. Add the remaining dough ingredients and mix until the dough comes together but is still a bit shaggy.

Turn the dough out onto a lightly floured surface and knead for 8-10 minutes, or until the dough is smooth and elastic.

Place the dough in a lightly greased bowl. Cover the bowl, and allow the dough to rise, at room temperature, until it's nearly doubled in bulk, about 1 hour. To test if the dough is done rising, gently press the dough with your finger. If the dough slowly springs back, it is ready. If the dough does not spring back, it needs to rise a bit longer.

While the dough is rising, make the filling by stirring together the sugar, cinnamon, and flour.

In a separate bowl, whisk together the egg and water.

Transfer the dough to a lightly greased work surface, and pat it into a 6" x 20" rectangle.

Brush the dough with the egg/water mixture and top evenly with the cinnamon-sugar filling.

Starting with a short end, roll the dough into a log. Pinch the ends to seal, and pinch the long seam closed.

Transfer the log, seam-side down, to a lightly greased 8 1/2" x 4 1/2" loaf pan. Tent the pan loosely with lightly greased plastic wrap.

Allow the bread to rise until it's crested about 1" over the rim of the pan, about 1 hour. Again, it may rise more slowly for you; let it rise till it's 1" over the rim of the pan, even if that takes longer than an hour.

While the dough is rising, preheat the oven to 350°F.

Bake the bread for 45-55 minutes. If you feel the crust is getting too brown during baking, tent with a piece of foil – the bread will continue baking, but it will prevent the crust from browning further. When done, the bread's crust will be golden brown, and the interior of the finished loaf should measure 190°F on a digital thermometer.

Remove the bread from the oven, and gently loosen the edges with a heatproof spatula or table knife. Turn it out of the pan, and brush the top surface with butter, if desired; this will give it a soft, satiny crust. Allow the bread to cool completely before slicing.